-29.9%
VST vs KWEB
-35.7%
+5.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -6.0% | +3.4% | -9.4% | -6.9% |
| 30D | -18.8% | -3.5% | -15.3% | -17.8% |
| 3M | -8.0% | -17.4% | +9.3% | -3.4% |
| 6M | -10.9% | -18.6% | +7.7% | -4.2% |
| YTD | -18.3% | -29.3% | +11.0% | -1.5% |
| 1Y | -29.9% | -35.9% | +6.0% | -14.4% |
| All | -29.9% | -35.7% | +5.8% | -14.4% |
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