+135.2%
KEY vs VLTO
+54.8%
+80.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -1.3% | +5.4% | -6.7% | -3.3% |
| 30D | +5.1% | +22.3% | -17.2% | -3.1% |
| 3M | -7.1% | +19.6% | -26.7% | -13.7% |
| 6M | -4.4% | +35.2% | -39.5% | -16.2% |
| YTD | +4.0% | +17.9% | -13.8% | -3.0% |
| 1Y | +23.4% | +19.5% | +3.9% | +13.9% |
| 3Y | +113.9% | +73.9% | +40.0% | +68.8% |
| All | +135.2% | +54.8% | +80.4% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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