-35.3%
KEEL vs VCLT
-17.2%
-18.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.7% |
| 7D | +2.9% | -1.4% | +4.2% | +5.4% |
| 30D | +0.8% | -1.2% | +2.0% | +2.9% |
| 3M | -35.3% | -4.8% | -30.6% | -29.5% |
| 6M | +59.4% | -2.6% | +61.9% | +69.6% |
| YTD | +51.9% | -3.3% | +55.3% | +63.3% |
| 1Y | +75.0% | -4.8% | +79.8% | +92.9% |
| 3Y | +224.5% | +11.5% | +213.0% | +178.4% |
| All | -35.3% | -17.2% | -18.1% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling