+205.7%
KEEL vs VT
+76.6%
+129.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +9.1% |
| 7D | +21.5% | +1.0% | +20.5% | +17.6% |
| 30D | -3.9% | -0.2% | -3.6% | -2.3% |
| 3M | -34.1% | +4.5% | -38.6% | -41.8% |
| 6M | +82.8% | +14.1% | +68.8% | +27.5% |
| YTD | +58.7% | +14.8% | +44.0% | +12.4% |
| 1Y | +191.4% | +21.2% | +170.2% | +81.5% |
| 3Y | +205.7% | +76.6% | +129.2% | -22.0% |
| All | +205.7% | +76.6% | +129.1% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling