+224.5%
KEEL vs VMC
+18.8%
+205.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.0% |
| 7D | +2.9% | -3.8% | +6.6% | +6.2% |
| 30D | +0.8% | -9.7% | +10.5% | +10.2% |
| 3M | -35.3% | -9.6% | -25.7% | -32.1% |
| 6M | +59.4% | -4.8% | +64.2% | +56.8% |
| YTD | +51.9% | -10.9% | +62.8% | +60.0% |
| 1Y | +75.0% | -15.6% | +90.6% | +97.5% |
| 3Y | +224.5% | +19.3% | +205.2% | +148.0% |
| All | +224.5% | +18.8% | +205.8% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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