+84.3%
VZ vs KWEB
+2.7%
+81.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.6% |
| 7D | +0.2% | -1.3% | +1.5% | +0.2% |
| 30D | +7.1% | -11.5% | +18.6% | +7.3% |
| 3M | +12.8% | -2.9% | +15.7% | +12.9% |
| 6M | +1.8% | -14.6% | +16.4% | +2.1% |
| YTD | +30.0% | -25.5% | +55.5% | +30.7% |
| 1Y | +24.3% | -31.1% | +55.4% | +25.3% |
| 3Y | +84.3% | +3.0% | +81.3% | +77.5% |
| All | +84.3% | +2.7% | +81.6% | +77.5% |
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 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