+1,071.7%
KEYS vs VO
+248.2%
+823.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.2% |
| 7D | +2.9% | -0.6% | +3.5% | +3.6% |
| 30D | -1.3% | -1.9% | +0.6% | +0.9% |
| 3M | -0.1% | +3.3% | -3.4% | -3.2% |
| 6M | +17.4% | +9.7% | +7.7% | +6.9% |
| YTD | +62.9% | +12.6% | +50.3% | +44.9% |
| 1Y | +95.7% | +13.6% | +82.1% | +73.0% |
| 3Y | +150.2% | +56.8% | +93.4% | +61.8% |
| 5Y | +83.1% | +42.3% | +40.8% | +31.3% |
| 10Y | +1,020.9% | +199.2% | +821.8% | +282.8% |
| All | +1,071.7% | +248.2% | +823.5% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling