+1,018.0%
KEYS vs VCLT
+17.1%
+1,000.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +3.5% | -1.4% | +4.8% | +4.1% |
| 30D | -4.5% | -1.2% | -3.3% | -4.0% |
| 3M | -0.4% | -4.8% | +4.4% | +1.7% |
| 6M | +19.1% | -2.6% | +21.7% | +20.6% |
| YTD | +66.7% | -3.3% | +70.0% | +69.3% |
| 1Y | +96.5% | -4.8% | +101.3% | +100.8% |
| 3Y | +155.2% | +11.5% | +143.6% | +144.5% |
| 5Y | +88.0% | -17.0% | +105.0% | +96.3% |
| All | +1,018.0% | +17.1% | +1,000.9% | +1,041.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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