+953.7%
KEYS vs VO
+252.5%
+701.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.4% | +3.1% | +6.3% | +5.9% |
| 30D | -16.8% | +2.2% | -19.0% | -18.5% |
| 3M | -15.9% | -2.5% | -13.4% | -13.2% |
| 6M | -17.6% | +7.0% | -24.5% | -22.8% |
| YTD | +46.5% | +14.0% | +32.5% | +29.0% |
| 1Y | +66.9% | +15.6% | +51.2% | +45.1% |
| 3Y | +141.4% | +66.2% | +75.2% | +47.6% |
| 5Y | +59.5% | +36.6% | +22.9% | +19.2% |
| 10Y | +761.1% | +199.0% | +562.1% | +194.6% |
| All | +953.7% | +252.5% | +701.2% | +216.1% |
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