-27.2%
KWEB vs VEEV
+2.5%
-29.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +2.2% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -8.7% | +28.8% | -37.6% | -10.8% |
| 3M | -4.0% | +54.0% | -58.0% | -7.8% |
| 6M | -13.1% | +46.0% | -59.1% | -16.1% |
| YTD | -23.5% | +23.2% | -46.7% | -25.3% |
| 1Y | -27.2% | +1.9% | -29.0% | -24.9% |
| All | -27.2% | +2.5% | -29.7% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling