+22.3%
VZ vs KWEB
-43.9%
+66.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | +0.9% | -2.7% | +3.6% | +1.0% |
| 30D | +8.9% | -4.4% | +13.3% | +9.0% |
| 3M | +0.1% | -15.7% | +15.8% | +0.4% |
| 6M | +1.9% | -20.0% | +21.9% | +2.3% |
| YTD | +22.0% | -30.5% | +52.5% | +22.8% |
| 1Y | +22.1% | -36.6% | +58.7% | +23.1% |
| 3Y | +58.7% | -1.7% | +60.3% | +57.6% |
| 5Y | +22.3% | -45.0% | +67.3% | +18.0% |
| All | +22.3% | -43.9% | +66.2% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling