+105.5%
KEEL vs VT
+148.5%
-43.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.0% |
| 7D | -0.5% | +2.4% | -2.9% | -4.8% |
| 30D | -27.1% | -1.5% | -25.6% | -22.9% |
| 3M | -43.8% | -4.1% | -39.7% | -36.7% |
| 6M | -55.2% | +0.6% | -55.7% | -52.9% |
| YTD | -20.9% | +11.0% | -31.9% | -28.0% |
| 1Y | -28.5% | +13.3% | -41.8% | -37.1% |
| 3Y | +66.1% | +73.4% | -7.3% | -19.4% |
| 5Y | -78.3% | +57.4% | -135.8% | -87.1% |
| All | +105.5% | +148.5% | -43.0% | +39.9% |
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