+1,007.5%
KEY vs VSH
+1,203.4%
-195.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -2.2% |
| 7D | -1.3% | -12.9% | +11.7% | +2.3% |
| 30D | +5.1% | -36.9% | +42.0% | +18.9% |
| 3M | -7.1% | -28.8% | +21.6% | +0.2% |
| 6M | -4.4% | -30.3% | +25.9% | -1.5% |
| YTD | +4.0% | +62.4% | -58.4% | -19.3% |
| 1Y | +23.4% | +62.5% | -39.1% | -4.5% |
| 3Y | +113.9% | +7.4% | +106.5% | +81.4% |
| 5Y | +12.3% | +25.4% | -13.1% | -9.8% |
| 10Y | +125.5% | +102.6% | +22.8% | +59.1% |
| All | +1,007.5% | +1,203.4% | -195.9% | +331.9% |
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