+96.0%
KEYS vs VFC
-6.8%
+102.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +0.9% |
| 7D | +2.3% | -1.6% | +3.9% | +2.6% |
| 30D | -2.6% | -11.6% | +9.0% | -0.1% |
| 3M | -4.6% | -18.1% | +13.5% | -1.5% |
| 6M | +8.7% | -27.4% | +36.1% | +14.5% |
| YTD | +61.0% | -24.8% | +85.9% | +67.4% |
| 1Y | +96.0% | -8.2% | +104.2% | +89.5% |
| All | +96.0% | -6.8% | +102.8% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling