+613.1%
VUG vs KWEB
+24.8%
+588.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.3% |
| 7D | +0.9% | -1.3% | +2.1% | +1.2% |
| 30D | -1.4% | -11.5% | +10.1% | +1.8% |
| 3M | +2.3% | -2.9% | +5.2% | +3.0% |
| 6M | +15.7% | -14.6% | +30.3% | +20.2% |
| YTD | +8.6% | -25.5% | +34.1% | +16.9% |
| 1Y | +14.1% | -31.1% | +45.1% | +25.1% |
| 3Y | +87.9% | +3.0% | +84.9% | +79.3% |
| 5Y | +76.3% | -42.6% | +118.9% | +88.3% |
| 10Y | +409.7% | -21.1% | +430.8% | +359.6% |
| All | +613.1% | +24.8% | +588.2% | +448.9% |
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