+755.4%
KEYS vs VT
+223.7%
+531.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +2.9% |
| 7D | -3.3% | +0.4% | -3.7% | -3.6% |
| 30D | -24.5% | -2.6% | -21.9% | -21.6% |
| 3M | -15.3% | -3.2% | -12.0% | -11.2% |
| 6M | -19.8% | +0.9% | -20.7% | -19.8% |
| YTD | +42.2% | +11.3% | +30.9% | +27.1% |
| 1Y | +59.8% | +14.0% | +45.8% | +39.1% |
| 3Y | +137.0% | +75.8% | +61.2% | +27.5% |
| 5Y | +55.5% | +57.8% | -2.4% | -4.7% |
| 10Y | +755.4% | +219.8% | +535.6% | +132.8% |
| All | +755.4% | +223.7% | +531.8% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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