+145.4%
KEYS vs VIG
+54.7%
+90.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -0.9% |
| 7D | +0.9% | -2.2% | +3.2% | +4.7% |
| 30D | -5.3% | -3.2% | -2.0% | -0.1% |
| 3M | +0.5% | +3.0% | -2.5% | -4.7% |
| 6M | +14.0% | +8.1% | +5.9% | +0.1% |
| YTD | +60.3% | +9.1% | +51.2% | +39.3% |
| 1Y | +91.3% | +12.6% | +78.8% | +58.6% |
| All | +145.4% | +54.7% | +90.7% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling