+96.0%
KEYS vs VMC
-8.5%
+104.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +2.3% | -4.3% | +6.6% | +3.8% |
| 30D | -2.6% | -8.2% | +5.6% | +0.2% |
| 3M | -4.6% | -7.0% | +2.4% | -3.4% |
| 6M | +8.7% | -10.8% | +19.5% | +12.5% |
| YTD | +61.0% | -7.4% | +68.4% | +61.9% |
| 1Y | +96.0% | -9.5% | +105.5% | +99.9% |
| All | +96.0% | -8.5% | +104.5% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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