+96.6%
VZ vs KWEB
+28.2%
+68.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +7.9% | -8.7% | +16.6% | +8.3% |
| 3M | +13.6% | -4.0% | +17.6% | +13.8% |
| 6M | +1.1% | -13.1% | +14.2% | +1.6% |
| YTD | +29.3% | -23.5% | +52.8% | +30.6% |
| 1Y | +21.2% | -27.2% | +48.4% | +22.7% |
| 3Y | +75.9% | -2.1% | +78.0% | +74.3% |
| 5Y | +24.1% | -40.8% | +64.9% | +25.7% |
| 10Y | +62.4% | -17.5% | +79.8% | +51.7% |
| All | +96.6% | +28.2% | +68.4% | +67.4% |
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