+178.4%
VEA vs KWEB
+20.3%
+158.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.9% |
| 7D | -2.1% | -4.3% | +2.2% | -1.1% |
| 30D | -1.1% | -13.0% | +11.9% | +2.1% |
| 3M | +5.1% | -7.6% | +12.6% | +6.7% |
| 6M | +9.8% | -21.1% | +30.9% | +15.6% |
| YTD | +15.9% | -28.2% | +44.2% | +24.5% |
| 1Y | +24.6% | -34.9% | +59.4% | +36.5% |
| 3Y | +75.5% | -0.8% | +76.3% | +70.7% |
| 5Y | +59.4% | -43.6% | +102.9% | +68.8% |
| 10Y | +160.3% | -21.7% | +182.0% | +131.3% |
| All | +178.4% | +20.3% | +158.1% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 all: compounded portfolio wealth divided by compounded KWEB 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…
all analysis · Full analysis span regression · 6 months rolling