-35.3%
KEEL vs VYM
+77.5%
-112.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +2.0% |
| 7D | +2.9% | -0.8% | +3.7% | +5.2% |
| 30D | +0.8% | -2.2% | +3.1% | +6.9% |
| 3M | -35.3% | +3.1% | -38.4% | -41.1% |
| 6M | +59.4% | +9.7% | +49.7% | +24.7% |
| YTD | +51.9% | +14.9% | +37.0% | +7.1% |
| 1Y | +75.0% | +17.6% | +57.4% | +18.0% |
| 3Y | +224.5% | +65.3% | +159.2% | -1.8% |
| All | -35.3% | +77.5% | -112.8% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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