+414.3%
VUG vs KWEB
-19.7%
+434.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.8% |
| 7D | -0.5% | -5.6% | +5.1% | +1.0% |
| 30D | -1.0% | -10.7% | +9.7% | +2.0% |
| 3M | +3.5% | -7.4% | +10.9% | +5.4% |
| 6M | +14.2% | -19.3% | +33.5% | +20.4% |
| YTD | +8.5% | -27.8% | +36.2% | +17.5% |
| 1Y | +12.9% | -35.9% | +48.8% | +26.0% |
| 3Y | +85.6% | -1.9% | +87.6% | +79.6% |
| 5Y | +78.1% | -43.2% | +121.3% | +93.2% |
| All | +414.3% | -19.7% | +434.1% | +361.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling