-39.3%
VG vs KEY
+37.7%
-77.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.7% | +2.2% | -0.5% | +0.4% |
| 30D | +16.0% | -3.0% | +19.0% | +17.7% |
| 3M | +9.7% | +3.3% | +6.4% | +6.1% |
| 6M | +29.6% | +9.2% | +20.4% | +18.8% |
| YTD | +112.0% | +10.6% | +101.4% | +90.1% |
| 1Y | +12.8% | +20.4% | -7.6% | -6.7% |
| All | -39.3% | +37.7% | -77.0% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling