+96.5%
KEYS vs VYM
+18.4%
+78.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +2.6% |
| 7D | +3.5% | -0.8% | +4.3% | +5.2% |
| 30D | -4.5% | -2.2% | -2.2% | -0.1% |
| 3M | -0.4% | +3.1% | -3.5% | -6.5% |
| 6M | +19.1% | +9.7% | +9.4% | -1.4% |
| YTD | +66.7% | +14.9% | +51.8% | +28.0% |
| 1Y | +96.5% | +17.6% | +78.9% | +43.4% |
| All | +96.5% | +18.4% | +78.0% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling