+161.6%
KEY vs VYM
+207.1%
-45.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.9% |
| 7D | -1.8% | -1.9% | +0.1% | +1.5% |
| 30D | -3.3% | -2.6% | -0.7% | +1.3% |
| 3M | -0.2% | +3.6% | -3.8% | -6.2% |
| 6M | +12.1% | +8.7% | +3.4% | -3.2% |
| YTD | +8.4% | +14.1% | -5.7% | -14.1% |
| 1Y | +17.6% | +17.8% | -0.2% | -11.8% |
| 3Y | +123.3% | +64.5% | +58.8% | -4.4% |
| 5Y | +39.5% | +77.5% | -38.0% | -45.3% |
| All | +161.6% | +207.1% | -45.5% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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