+44.1%
KEY vs VSXY
+37.7%
+6.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.4% |
| 7D | -0.3% | -10.7% | +10.4% | +1.5% |
| 30D | -3.3% | -24.3% | +21.0% | +1.5% |
| 3M | -0.7% | +1.0% | -1.7% | -1.9% |
| 6M | +12.5% | +57.4% | -44.8% | -1.1% |
| YTD | +8.4% | +39.8% | -31.4% | -2.9% |
| 1Y | +18.4% | +196.5% | -178.0% | -11.2% |
| 3Y | +123.3% | +357.2% | -233.9% | +36.2% |
| 5Y | +38.8% | +18.9% | +19.9% | +8.4% |
| All | +44.1% | +37.7% | +6.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling