+41.2%
KEY vs VSH
+64.7%
-23.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | -1.1% |
| 7D | +2.2% | +4.1% | -1.9% | +0.9% |
| 30D | -3.0% | -4.2% | +1.1% | -2.2% |
| 3M | +3.3% | -50.0% | +53.3% | +25.0% |
| 6M | +9.2% | +80.2% | -71.0% | -23.3% |
| YTD | +10.6% | +121.1% | -110.4% | -29.6% |
| 1Y | +20.4% | +112.0% | -91.6% | -23.1% |
| 3Y | +121.8% | +22.5% | +99.3% | +78.6% |
| All | +41.2% | +64.7% | -23.5% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling