-38.0%
KWEB vs VT
+53.4%
-91.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.2% |
| 7D | +9.4% | -2.3% | +11.7% | +12.6% |
| 30D | +2.3% | -5.0% | +7.2% | +9.4% |
| 3M | -12.3% | -4.9% | -7.5% | -6.5% |
| 6M | -16.4% | -1.5% | -14.9% | -15.6% |
| YTD | -26.9% | +8.5% | -35.4% | -35.9% |
| 1Y | -33.2% | +11.4% | -44.5% | -43.7% |
| 3Y | +1.2% | +70.1% | -68.9% | -56.3% |
| All | -38.0% | +53.4% | -91.4% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling