+59.3%
KEEL vs VCLT
-4.4%
+63.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.2% | -6.1% | -3.0% |
| 7D | +2.7% | -1.3% | +4.0% | +7.9% |
| 30D | +4.6% | -1.1% | +5.7% | +8.7% |
| 3M | -34.5% | -3.7% | -30.8% | -24.5% |
| 6M | +59.3% | -4.0% | +63.3% | +90.6% |
| All | +59.3% | -4.4% | +63.7% | +90.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling