+123.6%
KEY vs VMC
+21.0%
+102.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.2% |
| 7D | +2.2% | -4.3% | +6.5% | +4.3% |
| 30D | -3.0% | -8.2% | +5.2% | +0.8% |
| 3M | +3.3% | -7.0% | +10.4% | +6.2% |
| 6M | +9.2% | -10.8% | +20.0% | +14.3% |
| YTD | +10.6% | -7.4% | +18.0% | +11.8% |
| 1Y | +20.4% | -9.5% | +29.9% | +22.9% |
| All | +123.6% | +21.0% | +102.6% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling