+117.9%
KEY vs VMC
+159.8%
-41.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.7% |
| 30D | +5.1% | +15.8% | -10.7% | -4.5% |
| 3M | -7.1% | +0.6% | -7.7% | -8.0% |
| 6M | -4.4% | -4.0% | -0.3% | -3.3% |
| YTD | +4.0% | -0.3% | +4.3% | +1.0% |
| 1Y | +23.4% | -0.5% | +23.9% | +19.8% |
| 3Y | +113.9% | +39.6% | +74.3% | +62.5% |
| 5Y | +12.3% | +50.1% | -37.7% | -20.3% |
| All | +117.9% | +159.8% | -41.9% | +4.7% |
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