+85.6%
VZ vs KWEB
+16.5%
+69.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +0.9% | -2.7% | +3.6% | +1.0% |
| 30D | +8.9% | -4.4% | +13.3% | +9.1% |
| 3M | +0.1% | -15.7% | +15.8% | +0.8% |
| 6M | +1.9% | -20.0% | +21.9% | +2.8% |
| YTD | +22.0% | -30.5% | +52.5% | +23.8% |
| 1Y | +22.1% | -36.6% | +58.7% | +24.4% |
| 3Y | +58.7% | -1.7% | +60.3% | +57.0% |
| 5Y | +22.3% | -45.0% | +67.3% | +24.3% |
| 10Y | +71.6% | -19.8% | +91.5% | +59.5% |
| All | +85.6% | +16.5% | +69.0% | +58.5% |
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 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