+96.0%
KEYS vs VIG
+16.9%
+79.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.3% |
| 7D | +2.3% | -0.4% | +2.7% | +3.1% |
| 30D | -2.6% | -1.0% | -1.7% | -0.9% |
| 3M | -4.6% | +2.8% | -7.4% | -10.2% |
| 6M | +8.7% | +8.2% | +0.5% | -7.8% |
| YTD | +61.0% | +11.0% | +50.0% | +29.7% |
| 1Y | +96.0% | +16.1% | +79.8% | +47.3% |
| All | +96.0% | +16.9% | +79.1% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling