+137.9%
VGT vs KEEL
-34.6%
+172.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +0.7% |
| 7D | -0.2% | +2.9% | -3.0% | -0.6% |
| 30D | -0.4% | +0.8% | -1.3% | -1.0% |
| 3M | +4.4% | -35.3% | +39.8% | +8.5% |
| 6M | +32.1% | +59.4% | -27.3% | +21.2% |
| YTD | +28.8% | +51.9% | -23.1% | +17.6% |
| 1Y | +35.3% | +75.0% | -39.7% | +17.5% |
| 3Y | +124.8% | +224.5% | -99.8% | +60.3% |
| All | +137.9% | -34.6% | +172.5% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling