+41.2%
KEY vs VO
+42.6%
-1.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +2.2% | -0.3% | +2.5% | +2.6% |
| 30D | -3.0% | -0.3% | -2.7% | -2.6% |
| 3M | +3.3% | +2.9% | +0.4% | -0.7% |
| 6M | +9.2% | +9.3% | -0.2% | -3.1% |
| YTD | +10.6% | +14.2% | -3.5% | -7.3% |
| 1Y | +20.4% | +15.3% | +5.1% | -0.4% |
| 3Y | +121.8% | +56.2% | +65.6% | +26.5% |
| All | +41.2% | +42.6% | -1.4% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling