+1,078.2%
KEY vs VMC
+3,246.6%
-2,168.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.2% |
| 7D | +2.2% | -4.3% | +6.5% | +4.7% |
| 30D | -3.0% | -8.2% | +5.2% | +1.6% |
| 3M | +3.3% | -7.0% | +10.4% | +6.7% |
| 6M | +9.2% | -10.8% | +20.0% | +15.0% |
| YTD | +10.6% | -7.4% | +18.0% | +13.1% |
| 1Y | +20.4% | -9.5% | +29.9% | +24.3% |
| 3Y | +121.8% | +20.5% | +101.4% | +92.7% |
| 5Y | +41.1% | +51.6% | -10.4% | +7.0% |
| 10Y | +168.5% | +150.0% | +18.5% | +50.8% |
| All | +1,078.2% | +3,246.6% | -2,168.4% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling