+41.5%
KEY vs VSXY
+101.4%
-59.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +0.5% | +10.2% | -9.6% | -1.3% |
| 30D | +6.9% | +33.6% | -26.8% | +1.0% |
| 3M | -5.0% | +10.8% | -15.8% | -7.5% |
| 6M | +0.7% | +130.5% | -129.8% | -17.6% |
| YTD | +6.5% | +104.4% | -98.0% | -11.6% |
| 1Y | +22.6% | +216.5% | -193.9% | -8.0% |
| 3Y | +125.3% | +465.9% | -340.6% | +34.2% |
| 5Y | +13.9% | +123.1% | -109.2% | -18.3% |
| All | +41.5% | +101.4% | -59.9% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling