+90.1%
KEYS vs VCLT
-17.2%
+107.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +3.5% | -1.4% | +4.8% | +4.4% |
| 30D | -4.5% | -1.2% | -3.3% | -3.8% |
| 3M | -0.4% | -4.8% | +4.4% | +2.5% |
| 6M | +19.1% | -2.6% | +21.7% | +21.2% |
| YTD | +66.7% | -3.3% | +70.0% | +70.3% |
| 1Y | +96.5% | -4.8% | +101.3% | +102.4% |
| 3Y | +155.2% | +11.5% | +143.6% | +140.1% |
| All | +90.1% | -17.2% | +107.3% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling