+164.7%
VXUS vs KWEB
+22.0%
+142.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.2% |
| 7D | +0.3% | -3.6% | +3.9% | +1.2% |
| 30D | +0.7% | -14.9% | +15.6% | +4.9% |
| 3M | +4.8% | -5.4% | +10.2% | +6.0% |
| 6M | +11.3% | -18.9% | +30.2% | +17.1% |
| YTD | +16.5% | -27.2% | +43.7% | +25.9% |
| 1Y | +24.3% | -34.2% | +58.5% | +37.6% |
| 3Y | +74.5% | +0.6% | +73.9% | +68.8% |
| 5Y | +54.3% | -43.5% | +97.8% | +65.0% |
| 10Y | +150.1% | -20.6% | +170.7% | +122.9% |
| All | +164.7% | +22.0% | +142.7% | +104.2% |
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