+1,018.0%
KEYS vs VYM
+209.2%
+808.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.2% |
| 7D | +3.5% | -0.8% | +4.3% | +4.5% |
| 30D | -4.5% | -2.2% | -2.2% | -2.0% |
| 3M | -0.4% | +3.1% | -3.5% | -3.7% |
| 6M | +19.1% | +9.7% | +9.4% | +7.9% |
| YTD | +66.7% | +14.9% | +51.8% | +43.8% |
| 1Y | +96.5% | +17.6% | +78.9% | +65.7% |
| 3Y | +155.2% | +65.3% | +89.8% | +52.4% |
| 5Y | +88.0% | +78.7% | +9.3% | +4.9% |
| All | +1,018.0% | +209.2% | +808.8% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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