+124.8%
KEY vs VYM
+65.7%
+59.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | -3.2% | -1.3% | -1.9% | -1.0% |
| 3M | +1.0% | +4.1% | -3.1% | -5.8% |
| 6M | +11.9% | +9.8% | +2.1% | -5.2% |
| YTD | +8.7% | +15.3% | -6.6% | -15.7% |
| 1Y | +18.5% | +20.0% | -1.5% | -14.7% |
| All | +124.8% | +65.7% | +59.1% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling