+540.6%
KEY vs VCLT
+103.4%
+437.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | -3.0% | -0.9% | -2.2% | -3.0% |
| 3M | +3.3% | -3.2% | +6.6% | +3.3% |
| 6M | +9.2% | -3.8% | +13.0% | +9.1% |
| YTD | +10.6% | -2.0% | +12.7% | +10.6% |
| 1Y | +20.4% | -0.8% | +21.2% | +20.4% |
| 3Y | +121.8% | +12.3% | +109.6% | +122.9% |
| 5Y | +41.1% | -15.4% | +56.5% | +30.7% |
| 10Y | +168.5% | +15.7% | +152.8% | +197.6% |
| All | +540.6% | +103.4% | +437.2% | +1,003.2% |
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