+1,018.0%
KEYS vs VMC
+156.6%
+861.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.7% |
| 7D | +3.5% | -3.8% | +7.3% | +5.0% |
| 30D | -4.5% | -9.7% | +5.2% | -0.9% |
| 3M | -0.4% | -9.6% | +9.2% | +2.6% |
| 6M | +19.1% | -4.8% | +24.0% | +20.2% |
| YTD | +66.7% | -10.9% | +77.5% | +72.1% |
| 1Y | +96.5% | -15.6% | +112.0% | +107.0% |
| 3Y | +155.2% | +19.3% | +135.8% | +135.7% |
| 5Y | +88.0% | +48.0% | +40.0% | +60.5% |
| All | +1,018.0% | +156.6% | +861.4% | +698.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling