-12.6%
KELYA vs VT
+346.0%
-358.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.9% |
| 7D | -16.7% | -2.3% | -14.4% | -13.8% |
| 30D | -13.1% | -5.0% | -8.1% | -7.4% |
| 3M | -11.1% | -4.9% | -6.2% | -5.5% |
| 6M | +42.9% | -1.5% | +44.5% | +44.8% |
| YTD | +60.3% | +8.5% | +51.8% | +44.4% |
| 1Y | +51.9% | +11.4% | +40.5% | +32.2% |
| 3Y | -21.9% | +70.1% | -91.9% | -59.0% |
| 5Y | -26.1% | +53.7% | -79.8% | -56.4% |
| 10Y | -14.9% | +220.0% | -234.8% | -78.8% |
| All | -12.6% | +346.0% | -358.7% | -85.6% |
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