+106.6%
KEEL vs VT
+142.8%
-36.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.2% | +13.1% | +12.9% |
| 7D | -9.2% | -2.3% | -6.9% | -3.5% |
| 30D | -43.8% | -5.0% | -38.9% | -36.3% |
| 3M | -51.0% | -4.9% | -46.2% | -44.0% |
| 6M | -54.6% | -1.5% | -53.1% | -50.4% |
| YTD | -20.4% | +8.5% | -28.9% | -24.3% |
| 1Y | -49.3% | +11.4% | -60.7% | -53.7% |
| 3Y | +61.2% | +70.1% | -8.9% | -18.9% |
| 5Y | -74.3% | +53.7% | -128.0% | -84.0% |
| All | +106.6% | +142.8% | -36.2% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling