-15.3%
KELYA vs VT
+223.7%
-239.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -4.2% |
| 7D | -19.1% | +0.4% | -19.5% | -18.9% |
| 30D | -12.6% | -2.6% | -10.0% | -9.8% |
| 3M | -9.9% | -3.2% | -6.7% | -6.5% |
| 6M | +39.7% | +0.9% | +38.8% | +37.6% |
| YTD | +58.0% | +11.3% | +46.7% | +39.4% |
| 1Y | +45.6% | +14.0% | +31.6% | +24.8% |
| 3Y | -25.3% | +75.8% | -101.2% | -60.9% |
| 5Y | -27.3% | +57.8% | -85.1% | -56.8% |
| 10Y | -15.3% | +219.8% | -235.1% | -75.8% |
| All | -15.3% | +223.7% | -239.0% | -75.8% |
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