+113.6%
KEY vs VFC
-44.8%
+158.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +1.6% |
| 7D | -0.4% | +7.7% | -8.1% | -3.5% |
| 30D | +7.2% | +39.2% | -32.0% | -7.3% |
| 3M | -4.9% | +40.3% | -45.2% | -18.4% |
| 6M | +1.1% | +11.4% | -10.3% | -5.9% |
| YTD | +6.8% | +17.5% | -10.7% | -4.1% |
| 1Y | +23.3% | +45.9% | -22.6% | -0.2% |
| 3Y | +126.1% | +47.3% | +78.8% | +43.1% |
| 5Y | +15.2% | -67.2% | +82.4% | +82.9% |
| 10Y | +113.6% | -46.1% | +159.7% | +196.4% |
| All | +113.6% | -44.8% | +158.4% | +196.4% |
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