-41.3%
KEEL vs VT
+66.2%
-107.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +7.8% | +0.4% | +7.3% | +6.5% |
| 30D | -11.7% | +1.0% | -12.7% | -13.6% |
| 3M | -41.5% | +2.4% | -43.9% | -44.0% |
| 6M | +54.9% | +12.0% | +42.9% | +15.0% |
| YTD | +47.7% | +15.3% | +32.3% | +3.1% |
| 1Y | +177.6% | +22.6% | +155.0% | +66.2% |
| 3Y | +164.9% | +74.7% | +90.2% | -40.7% |
| All | -41.3% | +66.2% | -107.5% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling