+90.1%
KEYS vs VFC
-78.2%
+168.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +3.1% |
| 7D | +3.5% | -1.4% | +4.9% | +3.8% |
| 30D | -4.5% | -9.0% | +4.5% | -2.6% |
| 3M | -0.4% | -24.2% | +23.8% | +4.8% |
| 6M | +19.1% | -18.5% | +37.6% | +23.0% |
| YTD | +66.7% | -25.9% | +92.5% | +75.1% |
| 1Y | +96.5% | -13.0% | +109.4% | +98.0% |
| 3Y | +155.2% | -20.3% | +175.5% | +141.1% |
| All | +90.1% | -78.2% | +168.3% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling