+1,078.2%
KEY vs VFC
+845.1%
+233.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.8% |
| 7D | +2.2% | -1.6% | +3.8% | +2.9% |
| 30D | -3.0% | -11.6% | +8.6% | +2.5% |
| 3M | +3.3% | -18.1% | +21.4% | +11.2% |
| 6M | +9.2% | -27.4% | +36.5% | +22.7% |
| YTD | +10.6% | -24.8% | +35.5% | +21.8% |
| 1Y | +20.4% | -8.2% | +28.6% | +18.1% |
| 3Y | +121.8% | -29.1% | +151.0% | +99.0% |
| 5Y | +41.1% | -79.2% | +120.3% | +133.2% |
| 10Y | +168.5% | -68.1% | +236.6% | +255.3% |
| All | +1,078.2% | +845.1% | +233.1% | +357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling