-45.3%
KEEL vs VFC
+52.5%
-97.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.6% | -5.5% |
| 7D | -13.6% | +21.5% | -35.1% | -19.1% |
| 30D | -39.1% | +46.7% | -85.8% | -47.1% |
| 3M | -48.9% | +38.4% | -87.3% | -54.7% |
| 6M | -35.4% | +15.2% | -50.6% | -38.2% |
| YTD | -10.6% | +17.8% | -28.4% | -15.6% |
| 1Y | -45.3% | +55.6% | -100.9% | -49.1% |
| All | -45.3% | +52.5% | -97.8% | -49.1% |
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