+1,071.7%
KEYS vs VRSN
+441.9%
+629.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | +2.9% | -1.0% | +4.0% | +3.3% |
| 30D | -1.3% | -1.9% | +0.6% | -0.7% |
| 3M | -0.1% | +1.4% | -1.5% | -2.3% |
| 6M | +17.4% | +19.0% | -1.7% | +4.3% |
| YTD | +62.9% | +19.2% | +43.7% | +43.5% |
| 1Y | +95.7% | +1.7% | +94.1% | +87.7% |
| 3Y | +150.2% | +41.4% | +108.8% | +94.1% |
| 5Y | +83.1% | +31.7% | +51.4% | +45.5% |
| 10Y | +1,020.9% | +290.3% | +730.7% | +444.6% |
| All | +1,071.7% | +441.9% | +629.8% | +389.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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