+15.8%
KEY vs VYM
+492.8%
-477.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +1.0% |
| 7D | +2.2% | 0.0% | +2.2% | +2.3% |
| 30D | -3.0% | -0.5% | -2.5% | -2.0% |
| 3M | +3.3% | +3.0% | +0.3% | -2.5% |
| 6M | +9.2% | +8.2% | +1.0% | -6.2% |
| YTD | +10.6% | +15.8% | -5.2% | -16.5% |
| 1Y | +20.4% | +20.8% | -0.4% | -16.2% |
| 3Y | +121.8% | +65.3% | +56.6% | -12.9% |
| 5Y | +41.1% | +76.6% | -35.5% | -49.2% |
| 10Y | +168.5% | +203.9% | -35.4% | -63.3% |
| All | +15.8% | +492.8% | -477.0% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling