-42.1%
KWEB vs VYM
+77.5%
-119.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | 0.0% |
| 7D | -5.6% | -0.8% | -4.8% | -4.8% |
| 30D | -10.7% | -2.2% | -8.4% | -8.6% |
| 3M | -7.4% | +3.1% | -10.5% | -10.4% |
| 6M | -19.3% | +9.7% | -29.0% | -26.8% |
| YTD | -27.8% | +14.9% | -42.6% | -37.5% |
| 1Y | -35.9% | +17.6% | -53.5% | -45.9% |
| 3Y | -1.9% | +65.3% | -67.2% | -43.2% |
| All | -42.1% | +77.5% | -119.6% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling