+309.9%
KEEL vs VFC
-79.5%
+389.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | +19.3% | -2.3% | +21.6% | +20.3% |
| 30D | +9.1% | -13.4% | +22.5% | +15.1% |
| 3M | -31.5% | -23.7% | -7.9% | -24.5% |
| 6M | +75.8% | -24.5% | +100.3% | +94.4% |
| YTD | +57.9% | -27.8% | +85.7% | +77.6% |
| 1Y | +133.3% | -13.5% | +146.8% | +139.4% |
| 3Y | +204.1% | -27.1% | +231.2% | +196.4% |
| 5Y | -37.5% | -79.0% | +41.5% | -14.9% |
| All | +309.9% | -79.5% | +389.5% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling