+1,018.0%
KEYS vs VFC
-69.1%
+1,087.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +2.9% |
| 7D | +3.5% | -1.4% | +4.9% | +3.9% |
| 30D | -4.5% | -9.0% | +4.5% | -2.3% |
| 3M | -0.4% | -24.2% | +23.8% | +5.7% |
| 6M | +19.1% | -18.5% | +37.6% | +23.7% |
| YTD | +66.7% | -25.9% | +92.5% | +76.6% |
| 1Y | +96.5% | -13.0% | +109.4% | +98.0% |
| 3Y | +155.2% | -20.3% | +175.5% | +135.8% |
| 5Y | +88.0% | -78.1% | +166.1% | +162.2% |
| All | +1,018.0% | -69.1% | +1,087.1% | +1,290.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling