+224.5%
KEEL vs VCLT
+11.4%
+213.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.7% |
| 7D | +2.9% | -1.4% | +4.2% | +5.6% |
| 30D | +0.8% | -1.2% | +2.0% | +3.0% |
| 3M | -35.3% | -4.8% | -30.6% | -29.2% |
| 6M | +59.4% | -2.6% | +61.9% | +70.2% |
| YTD | +51.9% | -3.3% | +55.3% | +63.8% |
| 1Y | +75.0% | -4.8% | +79.8% | +93.4% |
| 3Y | +224.5% | +11.5% | +213.0% | +180.3% |
| All | +224.5% | +11.4% | +213.2% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling