+96.0%
KEYS vs VSH
+118.1%
-22.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | -0.2% |
| 7D | +2.3% | +4.1% | -1.8% | +0.8% |
| 30D | -2.6% | -4.2% | +1.5% | -1.3% |
| 3M | -4.6% | -50.0% | +45.3% | +19.5% |
| 6M | +8.7% | +80.2% | -71.4% | -19.6% |
| YTD | +61.0% | +121.1% | -60.1% | +9.8% |
| 1Y | +96.0% | +112.0% | -16.0% | +32.8% |
| All | +96.0% | +118.1% | -22.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling