-22.5%
KWEB vs VEEV
+556.2%
-578.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -5.6% | -4.6% | -1.0% | -3.9% |
| 30D | -10.7% | +8.6% | -19.3% | -14.2% |
| 3M | -7.4% | +62.4% | -69.8% | -24.2% |
| 6M | -19.3% | +40.3% | -59.6% | -30.9% |
| YTD | -27.8% | +17.5% | -45.3% | -34.2% |
| 1Y | -35.9% | -6.1% | -29.8% | -36.4% |
| 3Y | -1.9% | +16.7% | -18.6% | -15.2% |
| 5Y | -43.2% | -13.3% | -29.8% | -46.8% |
| All | -22.5% | +556.2% | -578.7% | -65.4% |
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