+976.3%
KEYS vs VT
+222.7%
+753.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.3% | +0.4% | +1.8% | +1.7% |
| 30D | -2.6% | +1.0% | -3.6% | -3.7% |
| 3M | -4.6% | +2.4% | -7.0% | -6.8% |
| 6M | +8.7% | +12.0% | -3.3% | -4.5% |
| YTD | +61.0% | +15.3% | +45.7% | +36.9% |
| 1Y | +96.0% | +22.6% | +73.4% | +55.5% |
| 3Y | +144.4% | +74.7% | +69.7% | +30.9% |
| 5Y | +80.5% | +66.1% | +14.4% | +3.4% |
| All | +976.3% | +222.7% | +753.6% | +173.6% |
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