-19.7%
KWEB vs VT
+222.7%
-242.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.5% |
| 7D | -7.5% | +2.9% | -10.4% | -10.8% |
| 30D | -7.3% | -2.5% | -4.8% | -4.9% |
| 3M | -16.8% | -3.3% | -13.5% | -13.8% |
| 6M | -21.4% | +1.5% | -22.9% | -23.6% |
| YTD | -32.7% | +11.4% | -44.1% | -41.6% |
| 1Y | -38.2% | +11.9% | -50.1% | -46.7% |
| 3Y | -4.8% | +73.9% | -78.7% | -52.4% |
| 5Y | -47.1% | +57.9% | -105.0% | -69.5% |
| All | -19.7% | +222.7% | -242.4% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling