+1,018.0%
KEYS vs VTEB
+17.9%
+1,000.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.7% |
| 7D | +3.5% | -0.9% | +4.4% | +4.2% |
| 30D | -4.5% | -2.5% | -2.0% | -2.8% |
| 3M | -0.4% | -3.0% | +2.6% | +1.7% |
| 6M | +19.1% | -2.1% | +21.3% | +21.0% |
| YTD | +66.7% | -1.5% | +68.2% | +68.6% |
| 1Y | +96.5% | +0.2% | +96.3% | +96.6% |
| 3Y | +155.2% | +8.6% | +146.6% | +141.5% |
| 5Y | +88.0% | +1.2% | +86.8% | +84.7% |
| All | +1,018.0% | +17.9% | +1,000.1% | +1,061.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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