+1,080.2%
KEYS vs VSH
+199.6%
+880.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +4.4% | +6.2% | -1.8% | +1.7% |
| 30D | -2.2% | -11.1% | +8.9% | +2.7% |
| 3M | +0.5% | -44.9% | +45.5% | +26.7% |
| 6M | +22.4% | +90.0% | -67.6% | -13.7% |
| YTD | +64.1% | +118.8% | -54.7% | +7.9% |
| 1Y | +97.0% | +109.0% | -12.0% | +30.9% |
| 3Y | +152.0% | +35.6% | +116.4% | +93.8% |
| 5Y | +83.7% | +66.7% | +17.0% | +25.9% |
| 10Y | +997.9% | +167.9% | +829.9% | +450.9% |
| All | +1,080.2% | +199.6% | +880.7% | +450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling