+123.6%
KEYS vs VLTO
+56.3%
+67.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -4.5% | +1.6% | -6.1% | -4.9% |
| 30D | -23.9% | +22.0% | -45.8% | -29.1% |
| 3M | -13.1% | +21.9% | -35.0% | -19.3% |
| 6M | -19.1% | +36.5% | -55.6% | -29.7% |
| YTD | +43.4% | +19.0% | +24.5% | +34.3% |
| 1Y | +58.8% | +21.0% | +37.8% | +47.2% |
| 3Y | +134.6% | +69.9% | +64.7% | +93.5% |
| All | +123.6% | +56.3% | +67.2% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling