-42.1%
KWEB vs VTR
+87.5%
-129.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -10.7% | +1.1% | -11.8% | -11.0% |
| 3M | -7.4% | +7.9% | -15.3% | -10.2% |
| 6M | -19.3% | +6.2% | -25.5% | -21.4% |
| YTD | -27.8% | +17.7% | -45.5% | -32.1% |
| 1Y | -35.9% | +32.9% | -68.8% | -42.5% |
| 3Y | -1.9% | +129.7% | -131.6% | -30.7% |
| All | -42.1% | +87.5% | -129.6% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 5y: compounded portfolio wealth divided by compounded VTR 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…
5y analysis · Full analysis span regression · 6 months rolling