-34.8%
VG vs KEEL
+111.0%
-145.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.7% | +2.0% |
| 7D | +7.0% | +2.7% | +4.4% | +6.7% |
| 30D | +17.2% | +4.6% | +12.7% | +16.2% |
| 3M | +16.8% | -34.5% | +51.3% | +19.8% |
| 6M | +36.3% | +59.3% | -22.9% | +20.5% |
| YTD | +127.9% | +46.4% | +81.5% | +101.2% |
| 1Y | +11.7% | +96.6% | -84.9% | -20.8% |
| All | -34.8% | +111.0% | -145.8% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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