+128.7%
KEY vs VO
+66.5%
+62.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.9% | +3.1% | -0.2% | -1.4% |
| 30D | +8.4% | +2.2% | +6.2% | +5.1% |
| 3M | -5.8% | -2.5% | -3.3% | -2.4% |
| 6M | +5.4% | +7.0% | -1.5% | -4.6% |
| YTD | +7.1% | +14.0% | -6.9% | -11.9% |
| 1Y | +26.8% | +15.6% | +11.2% | +2.0% |
| 3Y | +128.7% | +66.2% | +62.5% | -12.7% |
| All | +128.7% | +66.5% | +62.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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