+124.8%
VGT vs KEYS
+154.3%
-29.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -0.5% |
| 7D | -0.2% | +3.5% | -3.7% | -1.7% |
| 30D | -0.4% | -4.5% | +4.0% | +1.4% |
| 3M | +4.4% | -0.4% | +4.8% | +3.9% |
| 6M | +32.1% | +19.1% | +12.9% | +21.1% |
| YTD | +28.8% | +66.7% | -37.9% | -1.1% |
| 1Y | +35.3% | +96.5% | -61.1% | -5.1% |
| 3Y | +124.8% | +155.2% | -30.4% | +33.3% |
| All | +124.8% | +154.3% | -29.6% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling