+167.0%
KEY vs VMC
+149.2%
+17.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.7% |
| 7D | +2.7% | -0.5% | +3.3% | +3.1% |
| 30D | -3.2% | -9.1% | +5.9% | +2.6% |
| 3M | +1.0% | -4.1% | +5.1% | +2.7% |
| 6M | +11.9% | -5.5% | +17.4% | +14.2% |
| YTD | +8.7% | -8.9% | +17.6% | +12.2% |
| 1Y | +18.5% | -12.9% | +31.4% | +25.5% |
| 3Y | +124.0% | +22.1% | +101.8% | +86.1% |
| 5Y | +40.8% | +52.7% | -11.9% | -1.0% |
| 10Y | +167.0% | +152.7% | +14.3% | +39.0% |
| All | +167.0% | +149.2% | +17.8% | +39.0% |
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