+145.4%
KEYS vs VFC
-28.9%
+174.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | +0.9% | -4.0% | +4.9% | +1.7% |
| 30D | -5.3% | -14.6% | +9.4% | -2.5% |
| 3M | +0.5% | -23.1% | +23.6% | +4.8% |
| 6M | +14.0% | -25.2% | +39.3% | +19.2% |
| YTD | +60.3% | -29.5% | +89.7% | +68.9% |
| 1Y | +91.3% | -14.4% | +105.7% | +93.4% |
| All | +145.4% | -28.9% | +174.2% | +134.3% |
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