+259.5%
KEEL vs VLTO
+24.3%
+235.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.5% |
| 7D | +2.9% | -2.3% | +5.2% | +4.0% |
| 30D | +0.8% | -2.7% | +3.5% | +2.0% |
| 3M | -35.3% | +14.0% | -49.4% | -42.3% |
| 6M | +59.4% | +3.3% | +56.1% | +52.3% |
| YTD | +51.9% | -5.4% | +57.3% | +55.0% |
| 1Y | +75.0% | -13.3% | +88.3% | +90.3% |
| All | +259.5% | +24.3% | +235.2% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling