+96.0%
KEYS vs VLTO
-8.3%
+104.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +2.3% | -2.3% | +4.5% | +2.3% |
| 30D | -2.6% | -0.9% | -1.7% | -2.6% |
| 3M | -4.6% | +13.8% | -18.5% | -8.5% |
| 6M | +8.7% | +2.0% | +6.7% | +10.8% |
| YTD | +61.0% | -3.2% | +64.2% | +67.3% |
| 1Y | +96.0% | -9.2% | +105.2% | +106.3% |
| All | +96.0% | -8.3% | +104.3% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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