+294.5%
KEEL vs VSH
+153.0%
+141.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.1% | -2.4% | -0.5% |
| 7D | +2.9% | +4.8% | -1.9% | -0.5% |
| 30D | +0.8% | -0.7% | +1.5% | +2.0% |
| 3M | -35.3% | -43.1% | +7.7% | -5.8% |
| 6M | +59.4% | +91.8% | -32.4% | -2.9% |
| YTD | +51.9% | +131.6% | -79.7% | -20.2% |
| 1Y | +75.0% | +118.1% | -43.1% | -3.2% |
| 3Y | +224.5% | +40.9% | +183.6% | +132.1% |
| 5Y | -35.9% | +75.8% | -111.7% | -58.9% |
| All | +294.5% | +153.0% | +141.5% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling