+1,080.2%
KEYS vs VIG
+305.0%
+775.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.8% |
| 7D | +4.4% | -0.4% | +4.8% | +4.9% |
| 30D | -2.2% | -2.1% | -0.1% | +0.2% |
| 3M | +0.5% | +3.3% | -2.8% | -3.4% |
| 6M | +22.4% | +9.3% | +13.1% | +10.3% |
| YTD | +64.1% | +10.1% | +53.9% | +47.0% |
| 1Y | +97.0% | +14.7% | +82.2% | +68.8% |
| 3Y | +152.0% | +56.9% | +95.1% | +54.0% |
| 5Y | +83.7% | +62.9% | +20.8% | +9.1% |
| 10Y | +997.9% | +241.3% | +756.5% | +198.3% |
| All | +1,080.2% | +305.0% | +775.3% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling