+54.0%
KEY vs VO
+827.2%
-773.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.6% |
| 30D | -3.0% | -0.3% | -2.7% | -2.5% |
| 3M | +3.3% | +2.9% | +0.4% | -1.2% |
| 6M | +9.2% | +9.3% | -0.2% | -4.5% |
| YTD | +10.6% | +14.2% | -3.5% | -9.2% |
| 1Y | +20.4% | +15.3% | +5.1% | -2.5% |
| 3Y | +121.8% | +56.2% | +65.6% | +17.7% |
| 5Y | +41.1% | +42.4% | -1.3% | -14.3% |
| 10Y | +168.5% | +194.7% | -26.2% | -40.3% |
| All | +54.0% | +827.2% | -773.2% | -90.7% |
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 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