+177.6%
KEEL vs VFC
-6.8%
+184.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.8% |
| 7D | +7.8% | -1.6% | +9.4% | +8.4% |
| 30D | -11.7% | -11.6% | -0.1% | -8.0% |
| 3M | -41.5% | -18.1% | -23.4% | -37.3% |
| 6M | +54.9% | -27.4% | +82.3% | +70.1% |
| YTD | +47.7% | -24.8% | +72.5% | +63.8% |
| 1Y | +177.6% | -8.2% | +185.8% | +202.6% |
| All | +177.6% | -6.8% | +184.4% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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