+80.8%
KEYS vs VMC
+47.2%
+33.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +0.9% | -3.7% | +4.6% | +2.9% |
| 30D | -5.3% | -12.8% | +7.5% | +1.6% |
| 3M | +0.5% | -7.9% | +8.4% | +3.5% |
| 6M | +14.0% | -7.5% | +21.6% | +16.8% |
| YTD | +60.3% | -11.6% | +71.9% | +67.6% |
| 1Y | +91.3% | -14.3% | +105.6% | +103.3% |
| 3Y | +146.1% | +18.5% | +127.6% | +112.0% |
| 5Y | +80.8% | +46.8% | +34.0% | +33.6% |
| All | +80.8% | +47.2% | +33.6% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling