+1,071.7%
KEYS vs VCLT
+30.8%
+1,040.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | -0.1% | -2.9% | +2.8% | +1.0% |
| 6M | +17.4% | -4.0% | +21.3% | +19.3% |
| YTD | +62.9% | -2.2% | +65.2% | +64.5% |
| 1Y | +95.7% | -2.6% | +98.3% | +97.8% |
| 3Y | +150.2% | +12.3% | +137.9% | +140.4% |
| 5Y | +83.1% | -16.4% | +99.5% | +88.3% |
| 10Y | +1,020.9% | +18.1% | +1,002.9% | +1,035.7% |
| All | +1,071.7% | +30.8% | +1,040.9% | +1,080.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling