+45.5%
KEY vs VO
+799.0%
-753.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | +2.4% |
| 7D | -2.5% | -3.3% | +0.9% | +2.4% |
| 30D | +4.1% | -1.8% | +5.9% | +6.9% |
| 3M | -8.4% | -3.4% | -5.0% | -3.7% |
| 6M | -2.3% | +3.0% | -5.3% | -6.7% |
| YTD | +4.6% | +10.7% | -6.2% | -10.3% |
| 1Y | +24.6% | +11.8% | +12.8% | +5.3% |
| 3Y | +112.8% | +60.4% | +52.4% | +8.1% |
| 5Y | +12.9% | +33.6% | -20.7% | -24.7% |
| 10Y | +126.7% | +202.0% | -75.3% | -51.3% |
| All | +45.5% | +799.0% | -753.5% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling