+66.1%
KEEL vs VLTO
+70.6%
-4.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.3% | -4.8% |
| 7D | -0.5% | +1.0% | -1.5% | -0.8% |
| 30D | -27.1% | +17.5% | -44.5% | -30.6% |
| 3M | -43.8% | +21.4% | -65.2% | -47.3% |
| 6M | -55.2% | +38.1% | -93.3% | -62.2% |
| YTD | -20.9% | +19.0% | -39.9% | -25.2% |
| 1Y | -28.5% | +20.7% | -49.1% | -33.9% |
| 3Y | +66.1% | +64.3% | +1.8% | +54.8% |
| All | +66.1% | +70.6% | -4.5% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling