+173.7%
VEA vs KEY
+18.7%
+155.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +1.0% | +2.2% | -1.2% | +0.4% |
| 30D | +1.9% | -3.0% | +5.0% | +2.7% |
| 3M | +3.2% | +3.3% | -0.1% | +2.3% |
| 6M | +10.2% | +9.2% | +1.0% | +7.8% |
| YTD | +18.9% | +10.6% | +8.2% | +15.7% |
| 1Y | +29.3% | +20.4% | +8.9% | +23.1% |
| 3Y | +76.8% | +121.8% | -45.1% | +41.4% |
| 5Y | +61.2% | +41.1% | +20.1% | +38.5% |
| 10Y | +163.3% | +168.5% | -5.2% | +79.8% |
| All | +173.7% | +18.7% | +155.0% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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