+12.2%
KEY vs VMC
+42.5%
-30.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -1.3% | +0.5% | -1.8% | -1.6% |
| 30D | +5.1% | +15.8% | -10.7% | -3.7% |
| 3M | -7.1% | +0.6% | -7.7% | -7.8% |
| 6M | -4.4% | -4.0% | -0.3% | -3.2% |
| YTD | +4.0% | -0.3% | +4.3% | +1.0% |
| 1Y | +23.4% | -0.5% | +23.9% | +19.7% |
| 3Y | +113.9% | +39.6% | +74.3% | +60.7% |
| All | +12.2% | +42.5% | -30.2% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling