+863.3%
KEYS vs VT
+240.1%
+623.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.1% |
| 7D | -11.4% | -2.3% | -9.1% | -8.8% |
| 30D | -28.7% | -5.0% | -23.7% | -23.9% |
| 3M | -19.2% | -4.9% | -14.4% | -13.8% |
| 6M | -25.8% | -1.5% | -24.2% | -23.5% |
| YTD | +33.9% | +8.5% | +25.4% | +23.9% |
| 1Y | +47.1% | +11.4% | +35.7% | +32.2% |
| 3Y | +119.4% | +70.1% | +49.4% | +25.1% |
| 5Y | +48.2% | +53.7% | -5.6% | -4.8% |
| 10Y | +755.2% | +220.0% | +535.3% | +159.2% |
| All | +863.3% | +240.1% | +623.2% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling