+94.2%
KEY vs VCLT
+21.5%
+72.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +2.9% | -2.3% | +5.2% | +3.8% |
| 30D | +8.4% | +0.8% | +7.7% | +8.2% |
| 3M | -5.8% | -2.7% | -3.1% | -4.9% |
| 6M | +5.4% | -4.3% | +9.7% | +7.1% |
| YTD | +7.1% | -4.3% | +11.4% | +8.7% |
| 1Y | +26.8% | -4.4% | +31.2% | +28.8% |
| 3Y | +128.7% | +13.8% | +114.9% | +119.8% |
| 5Y | +13.6% | -17.0% | +30.6% | +14.7% |
| All | +94.2% | +21.5% | +72.7% | +155.1% |
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