+735.5%
VGT vs KEY
+107.2%
+628.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -10.1% | +6.7% | -16.8% | -11.8% |
| 3M | -5.3% | -4.6% | -0.7% | -4.1% |
| 6M | +0.2% | +2.6% | -2.3% | -0.8% |
| YTD | +21.1% | +7.0% | +14.1% | +18.3% |
| 1Y | +18.2% | +23.5% | -5.3% | +10.7% |
| 3Y | +107.4% | +126.4% | -19.0% | +61.1% |
| 5Y | +111.5% | +13.0% | +98.5% | +93.1% |
| 10Y | +735.5% | +99.5% | +636.1% | +537.5% |
| All | +735.5% | +107.2% | +628.3% | +537.5% |
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