+502.2%
KEY vs VCLT
+102.2%
+400.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | +5.1% | +3.7% | +1.5% | +5.2% |
| 3M | -7.1% | -1.0% | -6.1% | -7.1% |
| 6M | -4.4% | -3.4% | -1.0% | -4.4% |
| YTD | +4.0% | -2.6% | +6.6% | +4.0% |
| 1Y | +23.4% | -3.3% | +26.7% | +23.3% |
| 3Y | +113.9% | +17.3% | +96.6% | +116.5% |
| 5Y | +12.3% | -17.0% | +29.3% | +3.6% |
| 10Y | +125.5% | +18.1% | +107.3% | +155.9% |
| All | +502.2% | +102.2% | +400.0% | +936.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling