+94.2%
KEY vs VMC
+125.2%
-31.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | +2.9% | -1.3% | +4.2% | +3.7% |
| 30D | +8.4% | +15.5% | -7.0% | -1.4% |
| 3M | -5.8% | +0.6% | -6.3% | -6.6% |
| 6M | +5.4% | +2.1% | +3.4% | +2.4% |
| YTD | +7.1% | -1.6% | +8.6% | +4.8% |
| 1Y | +26.8% | -1.2% | +28.0% | +23.6% |
| 3Y | +128.7% | +35.3% | +93.4% | +77.2% |
| 5Y | +13.6% | +43.6% | -30.0% | -16.9% |
| All | +94.2% | +125.2% | -31.0% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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