+44.5%
KEY vs VSXY
+42.7%
+1.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -2.5% |
| 7D | +2.7% | -6.8% | +9.5% | +3.8% |
| 30D | -3.2% | -20.4% | +17.1% | +0.6% |
| 3M | +1.0% | +2.9% | -1.9% | -0.6% |
| 6M | +11.9% | +67.9% | -56.1% | -2.9% |
| YTD | +8.7% | +44.9% | -36.2% | -3.3% |
| 1Y | +18.5% | +205.9% | -187.5% | -11.6% |
| 3Y | +124.0% | +373.9% | -249.9% | +35.6% |
| 5Y | +40.8% | +23.5% | +17.4% | +9.3% |
| All | +44.5% | +42.7% | +1.8% | +9.8% |
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