+90.1%
KEYS vs VO
+42.1%
+47.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.0% |
| 7D | +3.5% | -1.5% | +5.0% | +5.6% |
| 30D | -4.5% | -3.0% | -1.4% | -0.6% |
| 3M | -0.4% | +2.8% | -3.2% | -3.5% |
| 6M | +19.1% | +10.9% | +8.2% | +5.4% |
| YTD | +66.7% | +12.5% | +54.2% | +45.7% |
| 1Y | +96.5% | +12.0% | +84.5% | +73.3% |
| 3Y | +155.2% | +56.3% | +98.9% | +56.9% |
| All | +90.1% | +42.1% | +47.9% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling