+42.2%
KEY vs VSXY
+99.7%
-57.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | +6.7% | +24.0% | -17.3% | +2.4% |
| 3M | -4.6% | +16.7% | -21.3% | -8.0% |
| 6M | +2.6% | +138.6% | -136.0% | -16.7% |
| YTD | +7.0% | +102.8% | -95.8% | -11.0% |
| 1Y | +23.5% | +214.2% | -190.7% | -7.2% |
| 3Y | +126.4% | +461.4% | -335.0% | +35.1% |
| 5Y | +13.0% | +118.3% | -105.3% | -18.7% |
| All | +42.2% | +99.7% | -57.6% | +1.0% |
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