+113.6%
KEY vs VCLT
+20.2%
+93.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -0.4% | +1.2% | -1.6% | -0.8% |
| 30D | +7.2% | +3.4% | +3.8% | +6.0% |
| 3M | -4.9% | -0.9% | -4.0% | -4.6% |
| 6M | +1.1% | -3.1% | +4.2% | +2.2% |
| YTD | +6.8% | -2.4% | +9.2% | +7.7% |
| 1Y | +23.3% | -2.7% | +25.9% | +24.4% |
| 3Y | +126.1% | +16.9% | +109.2% | +115.5% |
| 5Y | +15.2% | -17.0% | +32.2% | +15.7% |
| 10Y | +113.6% | +22.1% | +91.5% | +177.9% |
| All | +113.6% | +20.2% | +93.4% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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