+83.9%
VUG vs KWEB
-2.9%
+86.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.2% |
| 7D | -1.9% | -4.3% | +2.4% | -1.0% |
| 30D | -1.6% | -13.0% | +11.4% | +1.4% |
| 3M | +4.4% | -7.6% | +11.9% | +6.0% |
| 6M | +13.2% | -21.1% | +34.3% | +18.7% |
| YTD | +7.5% | -28.2% | +35.7% | +14.8% |
| 1Y | +12.5% | -34.9% | +47.3% | +22.4% |
| All | +83.9% | -2.9% | +86.8% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling