+167.0%
KEY vs VIG
+240.3%
-73.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.5% |
| 7D | +2.7% | -0.4% | +3.1% | +3.4% |
| 30D | -3.2% | -2.1% | -1.1% | 0.0% |
| 3M | +1.0% | +3.3% | -2.4% | -4.1% |
| 6M | +11.9% | +9.3% | +2.6% | -2.6% |
| YTD | +8.7% | +10.1% | -1.4% | -6.4% |
| 1Y | +18.5% | +14.7% | +3.7% | -4.2% |
| 3Y | +124.0% | +56.9% | +67.0% | +13.8% |
| 5Y | +40.8% | +62.9% | -22.1% | -31.1% |
| 10Y | +167.0% | +241.3% | -74.3% | -49.1% |
| All | +167.0% | +240.3% | -73.3% | -49.1% |
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