+93.0%
KEY vs VIG
+262.6%
-169.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.8% | +3.1% | -1.3% | -2.9% |
| 30D | +7.1% | +5.0% | +2.1% | -0.8% |
| 3M | -5.9% | +2.7% | -8.6% | -9.8% |
| 6M | +2.2% | +11.0% | -8.8% | -13.1% |
| YTD | +6.4% | +16.0% | -9.6% | -15.5% |
| 1Y | +24.8% | +16.3% | +8.5% | -1.3% |
| 3Y | +125.2% | +66.8% | +58.4% | +3.7% |
| 5Y | +13.0% | +64.8% | -51.8% | -45.8% |
| All | +93.0% | +262.6% | -169.6% | -66.0% |
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