+224.5%
KEEL vs VFC
-25.2%
+249.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.4% | -0.6% | +2.1% |
| 7D | +2.9% | -1.4% | +4.3% | +3.4% |
| 30D | +0.8% | -9.0% | +9.8% | +4.3% |
| 3M | -35.3% | -24.2% | -11.2% | -28.5% |
| 6M | +59.4% | -18.5% | +77.9% | +71.1% |
| YTD | +51.9% | -25.9% | +77.8% | +68.9% |
| 1Y | +75.0% | -13.0% | +88.0% | +79.5% |
| 3Y | +224.5% | -20.3% | +244.9% | +192.7% |
| All | +224.5% | -25.2% | +249.8% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling