+123.6%
KEY vs VSH
+24.4%
+99.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | -0.8% |
| 7D | +2.2% | +4.1% | -1.9% | +1.2% |
| 30D | -3.0% | -4.2% | +1.1% | -2.3% |
| 3M | +3.3% | -50.0% | +53.3% | +20.9% |
| 6M | +9.2% | +80.2% | -71.0% | -19.9% |
| YTD | +10.6% | +121.1% | -110.4% | -25.6% |
| 1Y | +20.4% | +112.0% | -91.6% | -18.7% |
| All | +123.6% | +24.4% | +99.2% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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