+137.0%
KEYS vs VLTO
+73.3%
+63.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.9% |
| 7D | -3.3% | +2.0% | -5.4% | -3.9% |
| 30D | -24.5% | +21.8% | -46.3% | -29.7% |
| 3M | -15.3% | +20.2% | -35.5% | -20.8% |
| 6M | -19.8% | +36.3% | -56.1% | -30.4% |
| YTD | +42.2% | +18.8% | +23.4% | +33.5% |
| 1Y | +59.8% | +20.4% | +39.4% | +48.7% |
| 3Y | +137.0% | +71.9% | +65.1% | +106.4% |
| All | +137.0% | +73.3% | +63.8% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling