+141.4%
KEYS vs VSH
+31.2%
+110.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.1% | -0.4% |
| 7D | +9.4% | +14.3% | -5.0% | +3.2% |
| 30D | -16.8% | -7.9% | -8.9% | -14.4% |
| 3M | -15.9% | -19.9% | +4.0% | -9.2% |
| 6M | -17.6% | -30.5% | +12.9% | -9.3% |
| YTD | +46.5% | +85.7% | -39.2% | +3.8% |
| 1Y | +66.9% | +98.9% | -32.0% | +14.7% |
| 3Y | +141.4% | +32.1% | +109.3% | +96.1% |
| All | +141.4% | +31.2% | +110.2% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling