+127.3%
KEY vs VMC
+35.7%
+91.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | +1.8% | -1.7% | +3.5% | +2.6% |
| 30D | +7.1% | +15.3% | -8.1% | 0.0% |
| 3M | -5.9% | +0.3% | -6.2% | -6.3% |
| 6M | +2.2% | +0.9% | +1.3% | +0.7% |
| YTD | +6.4% | -1.0% | +7.4% | +3.9% |
| 1Y | +24.8% | -4.3% | +29.1% | +24.2% |
| All | +127.3% | +35.7% | +91.6% | +73.0% |
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 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