+12.0%
KEY vs VYM
+498.6%
-486.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.8% |
| 7D | +2.9% | +3.7% | -0.7% | -3.9% |
| 30D | +8.4% | +3.7% | +4.8% | +1.1% |
| 3M | -5.8% | -0.7% | -5.0% | -4.5% |
| 6M | +5.4% | +7.2% | -1.8% | -7.8% |
| YTD | +7.1% | +16.9% | -9.9% | -20.7% |
| 1Y | +26.8% | +19.6% | +7.2% | -10.2% |
| 3Y | +128.7% | +74.6% | +54.1% | -19.5% |
| 5Y | +13.6% | +72.3% | -58.7% | -57.2% |
| 10Y | +99.7% | +206.5% | -106.8% | -73.2% |
| All | +12.0% | +498.6% | -486.6% | -94.8% |
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 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