+145.4%
KEYS vs VO
+54.6%
+90.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.2% |
| 7D | +0.9% | -2.5% | +3.4% | +4.9% |
| 30D | -5.3% | -3.2% | -2.0% | -0.3% |
| 3M | +0.5% | +3.9% | -3.4% | -4.8% |
| 6M | +14.0% | +9.6% | +4.4% | 0.0% |
| YTD | +60.3% | +11.6% | +48.7% | +37.7% |
| 1Y | +91.3% | +12.6% | +78.7% | +62.8% |
| All | +145.4% | +54.6% | +90.7% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling