+47.1%
KEY vs VNQ
+392.1%
-345.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +2.7% | -0.4% | +3.1% | +3.1% |
| 30D | -3.2% | -2.5% | -0.7% | -0.9% |
| 3M | +1.0% | +1.4% | -0.4% | -0.7% |
| 6M | +11.9% | +4.6% | +7.3% | +6.6% |
| YTD | +8.7% | +10.5% | -1.8% | -2.0% |
| 1Y | +18.5% | +8.4% | +10.1% | +8.8% |
| 3Y | +124.0% | +32.4% | +91.5% | +69.6% |
| 5Y | +40.8% | +5.5% | +35.3% | +32.0% |
| 10Y | +167.0% | +59.1% | +107.9% | +71.8% |
| All | +47.1% | +392.1% | -345.0% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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