+105.3%
KEY vs VEU
+144.2%
-38.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | +0.6% |
| 7D | +0.5% | +0.5% | 0.0% | -0.3% |
| 30D | +6.9% | -2.3% | +9.2% | +10.0% |
| 3M | -5.0% | -4.4% | -0.6% | +0.4% |
| 6M | +0.7% | -2.2% | +2.9% | +2.1% |
| YTD | +6.5% | +10.9% | -4.5% | -10.4% |
| 1Y | +22.6% | +13.4% | +9.2% | 0.0% |
| 3Y | +125.3% | +69.7% | +55.6% | +2.0% |
| 5Y | +13.9% | +50.0% | -36.1% | -37.0% |
| 10Y | +105.3% | +145.8% | -40.4% | -33.1% |
| All | +105.3% | +144.2% | -38.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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