+116.6%
KEEL vs VT
+149.1%
-32.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | -0.4% |
| 7D | +3.7% | +0.4% | +3.3% | +4.5% |
| 30D | -35.7% | -2.6% | -33.1% | -30.6% |
| 3M | -49.5% | -3.2% | -46.2% | -44.2% |
| 6M | -50.6% | +0.9% | -51.6% | -48.6% |
| YTD | -16.6% | +11.3% | -27.9% | -24.6% |
| 1Y | -46.4% | +14.0% | -60.4% | -53.4% |
| 3Y | +63.3% | +75.8% | -12.5% | -22.8% |
| 5Y | -77.9% | +57.8% | -135.7% | -87.0% |
| All | +116.6% | +149.1% | -32.6% | +46.3% |
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