+309.9%
KEEL vs VT
+155.2%
+154.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.7% |
| 7D | +19.3% | -0.1% | +19.4% | +19.7% |
| 30D | +9.1% | -0.7% | +9.8% | +11.1% |
| 3M | -31.5% | +4.0% | -35.5% | -35.4% |
| 6M | +75.8% | +12.3% | +63.5% | +47.9% |
| YTD | +57.9% | +14.0% | +43.8% | +32.1% |
| 1Y | +133.3% | +20.3% | +113.0% | +81.4% |
| 3Y | +204.1% | +75.4% | +128.7% | +39.4% |
| 5Y | -37.5% | +66.0% | -103.5% | -66.3% |
| All | +309.9% | +155.2% | +154.7% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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