+117.9%
KEY vs VFC
-46.8%
+164.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | +11.2% | -12.5% | -5.8% |
| 30D | +5.1% | +41.5% | -36.4% | -9.8% |
| 3M | -7.1% | +38.9% | -46.0% | -20.0% |
| 6M | -4.4% | +6.1% | -10.5% | -9.1% |
| YTD | +4.0% | +14.5% | -10.5% | -5.6% |
| 1Y | +23.4% | +46.0% | -22.5% | -0.2% |
| 3Y | +113.9% | +36.4% | +77.5% | +41.3% |
| 5Y | +12.3% | -67.5% | +79.9% | +78.4% |
| All | +117.9% | -46.8% | +164.7% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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