+141.4%
KEYS vs VFC
+50.0%
+91.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.8% |
| 7D | +9.4% | +1.6% | +7.8% | +9.0% |
| 30D | -16.8% | +25.5% | -42.2% | -20.6% |
| 3M | -15.9% | +41.3% | -57.2% | -21.9% |
| 6M | -17.6% | +22.2% | -39.8% | -21.8% |
| YTD | +46.5% | +16.4% | +30.1% | +39.7% |
| 1Y | +66.9% | +38.4% | +28.5% | +53.5% |
| 3Y | +141.4% | +56.2% | +85.2% | +105.2% |
| All | +141.4% | +50.0% | +91.4% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling