+26.8%
KEY vs VMC
-5.0%
+31.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +2.9% | -1.3% | +4.2% | +3.3% |
| 30D | +8.4% | +15.5% | -7.0% | +4.5% |
| 3M | -5.8% | +0.6% | -6.3% | -6.2% |
| 6M | +5.4% | +2.1% | +3.4% | +4.4% |
| YTD | +7.1% | -1.6% | +8.6% | +4.5% |
| 1Y | +26.8% | -1.2% | +28.0% | +23.4% |
| All | +26.8% | -5.0% | +31.8% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling