+1,078.2%
KEY vs VSH
+1,674.8%
-596.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.1% |
| 6M | +9.2% | +80.2% | -71.0% | -15.3% |
| YTD | +10.6% | +121.1% | -110.4% | -20.0% |
| 1Y | +20.4% | +112.0% | -91.6% | -12.6% |
| 3Y | +121.8% | +22.5% | +99.3% | +85.3% |
| 5Y | +41.1% | +64.0% | -22.9% | +6.8% |
| 10Y | +168.5% | +170.4% | -1.8% | +77.3% |
| All | +1,078.2% | +1,674.8% | -596.7% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling