+1,080.2%
KEYS vs VMC
+382.9%
+697.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +4.4% | -0.5% | +5.0% | +4.6% |
| 30D | -2.2% | -9.1% | +6.9% | +1.2% |
| 3M | +0.5% | -4.1% | +4.7% | +1.3% |
| 6M | +22.4% | -5.5% | +27.9% | +23.9% |
| YTD | +64.1% | -8.9% | +73.0% | +68.1% |
| 1Y | +97.0% | -12.9% | +109.9% | +105.1% |
| 3Y | +152.0% | +22.1% | +129.9% | +130.6% |
| 5Y | +83.7% | +52.7% | +31.0% | +54.8% |
| 10Y | +997.9% | +152.7% | +845.1% | +646.3% |
| All | +1,080.2% | +382.9% | +697.3% | +570.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling