+153.9%
KEYS vs VLTO
+25.1%
+128.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +2.9% | -2.6% | +5.5% | +4.0% |
| 30D | -1.3% | -2.5% | +1.1% | -0.5% |
| 3M | -0.1% | +10.1% | -10.2% | -6.0% |
| 6M | +17.4% | +1.0% | +16.4% | +15.6% |
| YTD | +62.9% | -4.8% | +67.7% | +65.6% |
| 1Y | +95.7% | -9.3% | +105.1% | +104.5% |
| All | +153.9% | +25.1% | +128.8% | +132.8% |
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