+20.4%
KWEB vs VTR
+109.6%
-89.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -10.7% | +1.1% | -11.8% | -10.9% |
| 3M | -7.4% | +7.9% | -15.3% | -8.8% |
| 6M | -19.3% | +6.2% | -25.5% | -20.4% |
| YTD | -27.8% | +17.7% | -45.5% | -30.0% |
| 1Y | -35.9% | +32.9% | -68.8% | -39.3% |
| 3Y | -1.9% | +129.7% | -131.6% | -16.1% |
| 5Y | -43.2% | +89.3% | -132.5% | -50.3% |
| 10Y | -21.2% | +99.1% | -120.3% | -36.4% |
| All | +20.4% | +109.6% | -89.2% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling