+63.0%
KEYS vs VT
+58.5%
+4.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | +0.4% |
| 7D | +16.7% | +2.9% | +13.9% | +12.3% |
| 30D | -17.8% | -2.5% | -15.3% | -14.4% |
| 3M | -14.2% | -3.3% | -10.8% | -9.4% |
| 6M | -15.9% | +1.5% | -17.4% | -16.6% |
| YTD | +49.7% | +11.4% | +38.4% | +31.7% |
| 1Y | +65.3% | +11.9% | +53.4% | +44.8% |
| 3Y | +144.9% | +73.9% | +71.0% | +25.4% |
| 5Y | +63.0% | +57.9% | +5.1% | -2.6% |
| All | +63.0% | +58.5% | +4.5% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling