-20.9%
VST vs KWEB
-27.0%
+6.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.9% |
| 7D | +8.9% | -1.0% | +9.9% | +9.2% |
| 30D | +6.2% | -8.7% | +14.9% | +9.2% |
| 3M | -2.7% | -4.0% | +1.3% | -1.5% |
| 6M | -8.4% | -13.1% | +4.8% | -2.8% |
| YTD | -7.2% | -23.5% | +16.3% | +7.2% |
| 1Y | -20.9% | -27.2% | +6.3% | +0.8% |
| All | -20.9% | -27.0% | +6.1% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling