+115.0%
KEY vs VLTO
+68.7%
+46.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -2.5% | +12.0% | -14.5% | -6.7% |
| 30D | +4.1% | +20.8% | -16.8% | -3.5% |
| 3M | -8.4% | +20.1% | -28.5% | -14.9% |
| 6M | -2.3% | +32.6% | -34.9% | -13.5% |
| YTD | +4.6% | +17.3% | -12.8% | -2.1% |
| 1Y | +24.6% | +17.3% | +7.3% | +16.3% |
| All | +115.0% | +68.7% | +46.3% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling