+113.6%
KEY vs VIG
+267.0%
-153.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | -1.0% |
| 7D | -0.4% | +0.4% | -0.8% | -1.1% |
| 30D | +7.2% | +4.3% | +2.9% | +0.4% |
| 3M | -4.9% | +2.0% | -6.9% | -7.9% |
| 6M | +1.1% | +10.2% | -9.1% | -13.1% |
| YTD | +6.8% | +14.8% | -8.0% | -13.8% |
| 1Y | +23.3% | +17.5% | +5.8% | -4.1% |
| 3Y | +126.1% | +67.4% | +58.7% | +3.5% |
| 5Y | +15.2% | +63.4% | -48.2% | -44.0% |
| 10Y | +113.6% | +259.9% | -146.3% | -60.9% |
| All | +113.6% | +267.0% | -153.4% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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