+24.8%
KEY vs VCLT
-4.8%
+29.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.4% |
| 7D | +1.8% | -1.9% | +3.7% | +3.1% |
| 30D | +7.1% | +1.4% | +5.7% | +6.2% |
| 3M | -5.9% | -1.8% | -4.2% | -4.9% |
| 6M | +2.2% | -3.9% | +6.1% | +4.8% |
| YTD | +6.4% | -3.9% | +10.3% | +8.4% |
| 1Y | +24.8% | -4.7% | +29.5% | +28.1% |
| All | +24.8% | -4.8% | +29.6% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling