+1,058.3%
KEYS vs VFC
-68.8%
+1,127.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +0.8% |
| 7D | +2.3% | -1.6% | +3.9% | +2.7% |
| 30D | -2.6% | -11.6% | +9.0% | +0.4% |
| 3M | -4.6% | -18.1% | +13.5% | -0.6% |
| 6M | +8.7% | -27.4% | +36.1% | +16.5% |
| YTD | +61.0% | -24.8% | +85.9% | +70.3% |
| 1Y | +96.0% | -8.2% | +104.2% | +94.7% |
| 3Y | +144.4% | -29.1% | +173.5% | +134.0% |
| 5Y | +80.5% | -79.2% | +159.7% | +156.9% |
| 10Y | +974.9% | -68.1% | +1,043.0% | +1,133.7% |
| All | +1,058.3% | -68.8% | +1,127.1% | +1,252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling