+133.4%
KR vs VEEV
+556.2%
-422.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | -0.2% | -4.6% | +4.4% | -0.1% |
| 30D | +5.1% | +8.6% | -3.6% | +4.8% |
| 3M | -8.2% | +62.4% | -70.6% | -9.2% |
| 6M | -18.0% | +40.3% | -58.2% | -18.7% |
| YTD | -4.8% | +17.5% | -22.3% | -5.3% |
| 1Y | -11.0% | -6.1% | -4.9% | -11.1% |
| 3Y | +37.7% | +16.7% | +21.0% | +36.4% |
| 5Y | +52.8% | -13.3% | +66.1% | +52.6% |
| All | +133.4% | +556.2% | -422.8% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 10y: compounded portfolio wealth divided by compounded VEEV 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…
10y analysis · Full analysis span regression · 6 months rolling