+1,216.9%
VST vs KWEB
-22.7%
+1,239.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.2% |
| 7D | +8.9% | -1.0% | +9.9% | +9.1% |
| 30D | +6.2% | -8.7% | +14.9% | +7.8% |
| 3M | -2.7% | -4.0% | +1.3% | -2.3% |
| 6M | -8.4% | -13.1% | +4.8% | -6.4% |
| YTD | -7.2% | -23.5% | +16.3% | -3.1% |
| 1Y | -20.9% | -27.2% | +6.3% | -16.7% |
| 3Y | +384.0% | -2.1% | +386.1% | +381.0% |
| 5Y | +757.1% | -40.8% | +797.9% | +802.8% |
| All | +1,216.9% | -22.7% | +1,239.6% | +1,109.5% |
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