+177.6%
KEEL vs VCLT
-0.4%
+178.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.3% |
| 7D | +7.8% | -0.5% | +8.3% | +9.4% |
| 30D | -11.7% | -0.9% | -10.9% | -9.2% |
| 3M | -41.5% | -3.2% | -38.2% | -35.3% |
| 6M | +54.9% | -3.8% | +58.7% | +72.2% |
| YTD | +47.7% | -2.0% | +49.7% | +59.6% |
| 1Y | +177.6% | -0.8% | +178.4% | +222.2% |
| All | +177.6% | -0.4% | +178.0% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling