+309.9%
KEEL vs VSH
+140.6%
+169.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.0% |
| 7D | +19.3% | +3.5% | +15.8% | +16.3% |
| 30D | +9.1% | -4.4% | +13.5% | +13.4% |
| 3M | -31.5% | -45.8% | +14.3% | +3.0% |
| 6M | +75.8% | +90.1% | -14.3% | +7.8% |
| YTD | +57.9% | +120.3% | -62.5% | -14.1% |
| 1Y | +133.3% | +112.2% | +21.1% | +31.8% |
| 3Y | +204.1% | +36.6% | +167.5% | +121.8% |
| 5Y | -37.5% | +67.0% | -104.6% | -58.5% |
| All | +309.9% | +140.6% | +169.3% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling