-34.9%
VST vs KWEB
-34.1%
-0.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.5% | -18.3% | -14.6% |
| 7D | -15.7% | +5.8% | -21.5% | -16.8% |
| 30D | -17.0% | -1.0% | -16.0% | -16.5% |
| 3M | -15.9% | -15.8% | -0.1% | -12.1% |
| 6M | -25.0% | -14.9% | -10.1% | -21.2% |
| YTD | -25.1% | -28.6% | +3.5% | -10.7% |
| 1Y | -34.9% | -33.9% | -0.9% | -22.0% |
| All | -34.9% | -34.1% | -0.7% | -22.0% |
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