+127.3%
KEY vs VFC
+45.3%
+82.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | +0.2% |
| 7D | +1.8% | -1.4% | +3.2% | +2.1% |
| 30D | +7.1% | +24.6% | -17.5% | +1.6% |
| 3M | -5.9% | +38.4% | -44.4% | -13.2% |
| 6M | +2.2% | +15.3% | -13.1% | -2.4% |
| YTD | +6.4% | +12.7% | -6.3% | +1.7% |
| 1Y | +24.8% | +32.7% | -7.9% | +14.4% |
| All | +127.3% | +45.3% | +82.1% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling