-21.9%
KWEB vs VTRS
-49.5%
+27.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -5.1% | -1.3% | -3.8% | -4.7% |
| 30D | -8.4% | +3.4% | -11.9% | -9.3% |
| 3M | -6.6% | +1.9% | -8.5% | -7.3% |
| 6M | -18.0% | +25.2% | -43.2% | -23.2% |
| YTD | -27.4% | +37.0% | -64.3% | -33.8% |
| 1Y | -35.4% | +73.2% | -108.6% | -45.0% |
| 3Y | -1.0% | +92.2% | -93.3% | -19.7% |
| 5Y | -39.9% | +50.3% | -90.2% | -49.2% |
| 10Y | -21.9% | -48.9% | +27.1% | -21.1% |
| All | -21.9% | -49.5% | +27.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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