+252.2%
KEY vs VT
+374.2%
-122.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | +0.4% | +1.8% | +1.5% |
| 30D | -3.0% | +1.0% | -4.0% | -4.4% |
| 3M | +3.3% | +2.4% | +1.0% | -0.9% |
| 6M | +9.2% | +12.0% | -2.8% | -8.9% |
| YTD | +10.6% | +15.3% | -4.7% | -11.7% |
| 1Y | +20.4% | +22.6% | -2.2% | -12.5% |
| 3Y | +121.8% | +74.7% | +47.2% | -4.2% |
| 5Y | +41.1% | +66.1% | -25.0% | -33.5% |
| 10Y | +168.5% | +225.0% | -56.5% | -50.5% |
| All | +252.2% | +374.2% | -122.0% | -35.3% |
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