+100.1%
VICI vs KEY
+56.4%
+43.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +0.9% | +2.9% | -2.0% | -0.1% |
| 30D | +9.0% | +8.4% | +0.6% | +6.1% |
| 3M | -3.2% | -5.8% | +2.5% | -1.4% |
| 6M | -8.1% | +5.4% | -13.6% | -10.0% |
| YTD | -6.3% | +7.1% | -13.4% | -9.1% |
| 1Y | -12.1% | +26.8% | -38.9% | -19.6% |
| 3Y | +6.4% | +128.7% | -122.3% | -24.2% |
| 5Y | +14.9% | +13.6% | +1.3% | +0.8% |
| All | +100.1% | +56.4% | +43.7% | +27.2% |
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