+676.7%
VEEV vs KEY
+109.2%
+567.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +3.2% | +6.9% | -3.7% | +2.0% |
| 3M | +30.2% | -5.0% | +35.2% | +31.2% |
| 6M | +83.7% | +0.7% | +83.0% | +83.0% |
| YTD | +36.9% | +6.5% | +30.4% | +34.8% |
| 1Y | +3.3% | +22.6% | -19.3% | -0.8% |
| 3Y | +85.1% | +125.3% | -40.2% | +57.8% |
| 5Y | -2.6% | +13.9% | -16.5% | -9.4% |
| 10Y | +676.7% | +105.3% | +571.3% | +519.5% |
| All | +676.7% | +109.2% | +567.5% | +519.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling