+177.6%
KEEL vs VSH
+118.1%
+59.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.9% | +0.3% |
| 7D | +7.8% | +4.1% | +3.7% | +4.6% |
| 30D | -11.7% | -4.2% | -7.5% | -8.0% |
| 3M | -41.5% | -50.0% | +8.5% | -10.0% |
| 6M | +54.9% | +80.2% | -25.3% | -6.8% |
| YTD | +47.7% | +121.1% | -73.4% | -28.7% |
| 1Y | +177.6% | +112.0% | +65.6% | +46.0% |
| All | +177.6% | +118.1% | +59.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling