+155.2%
KEYS vs VYM
+65.1%
+90.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +2.9% |
| 7D | +3.5% | -0.8% | +4.3% | +4.8% |
| 30D | -4.5% | -2.2% | -2.2% | -1.0% |
| 3M | -0.4% | +3.1% | -3.5% | -5.1% |
| 6M | +19.1% | +9.7% | +9.4% | +3.4% |
| YTD | +66.7% | +14.9% | +51.8% | +35.4% |
| 1Y | +96.5% | +17.6% | +78.9% | +54.5% |
| 3Y | +155.2% | +65.3% | +89.8% | +28.1% |
| All | +155.2% | +65.1% | +90.1% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling