+41.4%
KEY vs VSXY
+90.2%
-48.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | +0.4% |
| 7D | +1.8% | -1.6% | +3.3% | +2.0% |
| 30D | +7.1% | +17.8% | -10.7% | +3.7% |
| 3M | -5.9% | +12.5% | -18.4% | -8.7% |
| 6M | +2.2% | +124.7% | -122.5% | -16.0% |
| YTD | +6.4% | +93.2% | -86.7% | -10.7% |
| 1Y | +24.8% | +195.6% | -170.9% | -5.1% |
| 3Y | +125.2% | +434.6% | -309.4% | +35.6% |
| 5Y | +13.0% | +103.3% | -90.4% | -18.0% |
| All | +41.4% | +90.2% | -48.8% | +1.4% |
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