+1,018.0%
KEYS vs VSH
+196.4%
+821.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.1% | -2.1% | +1.3% |
| 7D | +3.5% | +4.8% | -1.3% | +1.4% |
| 30D | -4.5% | -0.7% | -3.8% | -4.3% |
| 3M | -0.4% | -43.1% | +42.6% | +24.0% |
| 6M | +19.1% | +91.8% | -72.7% | -16.5% |
| YTD | +66.7% | +131.6% | -65.0% | +6.5% |
| 1Y | +96.5% | +118.1% | -21.6% | +27.8% |
| 3Y | +155.2% | +40.9% | +114.3% | +92.9% |
| 5Y | +88.0% | +75.8% | +12.2% | +25.4% |
| All | +1,018.0% | +196.4% | +821.6% | +423.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling