+18.5%
KEY vs VIG
+623.5%
-605.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +1.1% |
| 7D | +2.2% | -0.4% | +2.6% | +3.0% |
| 30D | -3.0% | -1.0% | -2.1% | -1.4% |
| 3M | +3.3% | +2.8% | +0.6% | -1.7% |
| 6M | +9.2% | +8.2% | +1.0% | -5.2% |
| YTD | +10.6% | +11.0% | -0.4% | -8.2% |
| 1Y | +20.4% | +16.1% | +4.3% | -7.8% |
| 3Y | +121.8% | +56.2% | +65.7% | +2.1% |
| 5Y | +41.1% | +63.0% | -21.9% | -39.2% |
| 10Y | +168.5% | +241.4% | -72.9% | -69.3% |
| All | +18.5% | +623.5% | -605.0% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling