-33.5%
VG vs KEYS
+95.6%
-129.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.0% |
| 7D | +9.6% | +3.5% | +6.1% | +8.7% |
| 30D | +15.2% | -4.5% | +19.6% | +16.2% |
| 3M | +24.1% | -0.4% | +24.5% | +23.2% |
| 6M | +27.2% | +19.1% | +8.0% | +15.3% |
| YTD | +132.3% | +66.7% | +65.6% | +59.8% |
| 1Y | +15.7% | +96.5% | -80.8% | -31.9% |
| All | -33.5% | +95.6% | -129.1% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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