+11.4%
KEY vs VIG
+630.3%
-618.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.1% |
| 7D | -1.3% | -1.8% | +0.5% | +1.7% |
| 30D | +5.1% | +2.7% | +2.5% | +0.2% |
| 3M | -7.1% | 0.0% | -7.1% | -7.2% |
| 6M | -4.4% | +6.8% | -11.1% | -15.0% |
| YTD | +4.0% | +12.1% | -8.0% | -15.2% |
| 1Y | +23.4% | +14.8% | +8.6% | -3.7% |
| 3Y | +113.9% | +62.4% | +51.5% | -8.5% |
| 5Y | +12.3% | +59.6% | -47.2% | -49.7% |
| 10Y | +125.5% | +261.5% | -136.0% | -76.9% |
| All | +11.4% | +630.3% | -618.9% | -96.0% |
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 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