+155.7%
KEYS vs VLTO
+26.2%
+129.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +4.4% | -1.6% | +6.0% | +5.1% |
| 30D | -2.2% | -2.9% | +0.6% | -1.2% |
| 3M | +0.5% | +12.7% | -12.1% | -6.5% |
| 6M | +22.4% | +1.6% | +20.8% | +20.3% |
| YTD | +64.1% | -4.0% | +68.1% | +66.2% |
| 1Y | +97.0% | -10.2% | +107.1% | +107.2% |
| All | +155.7% | +26.2% | +129.6% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling