-1.9%
KWEB vs VTRS
+84.5%
-86.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -5.6% | -2.2% | -3.4% | -5.1% |
| 30D | -10.7% | +3.3% | -14.0% | -11.4% |
| 3M | -7.4% | +2.0% | -9.4% | -8.1% |
| 6M | -19.3% | +19.9% | -39.3% | -23.4% |
| YTD | -27.8% | +35.7% | -63.5% | -33.7% |
| 1Y | -35.9% | +68.1% | -104.0% | -44.7% |
| 3Y | -1.9% | +87.1% | -89.0% | -21.5% |
| All | -1.9% | +84.5% | -86.4% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling