+113.9%
KEY vs VO
+60.2%
+53.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.3% |
| 7D | -1.3% | -2.6% | +1.3% | +2.3% |
| 30D | +5.1% | -0.9% | +6.1% | +6.5% |
| 3M | -7.1% | -3.0% | -4.1% | -3.1% |
| 6M | -4.4% | +2.2% | -6.6% | -7.7% |
| YTD | +4.0% | +10.6% | -6.6% | -10.7% |
| 1Y | +23.4% | +12.5% | +10.9% | +3.1% |
| 3Y | +113.9% | +61.4% | +52.5% | -14.1% |
| All | +113.9% | +60.2% | +53.7% | -14.1% |
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