+6.6%
KELYA vs VT
+374.2%
-367.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.4% | +0.4% | -2.9% | -2.9% |
| 30D | +11.3% | +1.0% | +10.3% | +10.0% |
| 3M | +42.8% | +2.4% | +40.4% | +37.7% |
| 6M | +82.8% | +12.0% | +70.8% | +58.2% |
| YTD | +95.5% | +15.3% | +80.2% | +63.6% |
| 1Y | +24.4% | +22.6% | +1.8% | -3.3% |
| 3Y | -4.0% | +74.7% | -78.7% | -51.4% |
| 5Y | -5.8% | +66.1% | -71.9% | -49.4% |
| 10Y | -0.2% | +225.0% | -225.2% | -75.6% |
| All | +6.6% | +374.2% | -367.6% | -83.7% |
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