-21.6%
KELYA vs VT
+221.8%
-243.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | -0.8% | +2.4% | -3.1% | -3.4% |
| 30D | -13.2% | -1.5% | -11.7% | -11.4% |
| 3M | -15.6% | -4.1% | -11.4% | -11.5% |
| 6M | +42.1% | +0.6% | +41.5% | +40.5% |
| YTD | +59.0% | +11.0% | +48.0% | +40.6% |
| 1Y | +61.9% | +13.3% | +48.6% | +39.8% |
| 3Y | -25.7% | +73.4% | -99.1% | -60.5% |
| 5Y | -18.7% | +57.4% | -76.2% | -51.7% |
| All | -21.6% | +221.8% | -243.4% | -79.0% |
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 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