+237.1%
KEY vs VT
+356.1%
-119.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.3% |
| 7D | +0.4% | -1.6% | +2.0% | +2.8% |
| 30D | +5.7% | -2.5% | +8.2% | +9.6% |
| 3M | -6.0% | -1.3% | -4.7% | -4.4% |
| 6M | -1.0% | +3.1% | -4.1% | -6.3% |
| YTD | +5.9% | +10.9% | -5.0% | -10.6% |
| 1Y | +26.0% | +12.1% | +14.0% | +4.6% |
| 3Y | +115.5% | +73.9% | +41.6% | -6.8% |
| 5Y | +13.1% | +58.0% | -44.9% | -42.7% |
| 10Y | +131.1% | +225.5% | -94.4% | -57.6% |
| All | +237.1% | +356.1% | -119.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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