-22.5%
KWEB vs VYM
+209.2%
-231.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.1% |
| 7D | -5.6% | -0.8% | -4.8% | -4.9% |
| 30D | -10.7% | -2.2% | -8.4% | -9.0% |
| 3M | -7.4% | +3.1% | -10.5% | -9.8% |
| 6M | -19.3% | +9.7% | -29.0% | -25.4% |
| YTD | -27.8% | +14.9% | -42.6% | -35.6% |
| 1Y | -35.9% | +17.6% | -53.5% | -44.0% |
| 3Y | -1.9% | +65.3% | -67.2% | -35.3% |
| 5Y | -43.2% | +78.7% | -121.9% | -64.3% |
| All | -22.5% | +209.2% | -231.7% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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