+809.0%
VOO vs KEY
+347.8%
+461.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.3% | +1.5% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -3.3% | +7.2% | -10.5% | -5.4% |
| 3M | -2.4% | -4.9% | +2.5% | -1.0% |
| 6M | +2.6% | +1.1% | +1.5% | +2.0% |
| YTD | +11.3% | +6.8% | +4.5% | +8.5% |
| 1Y | +13.4% | +23.3% | -9.8% | +5.7% |
| 3Y | +80.3% | +126.1% | -45.8% | +35.5% |
| 5Y | +72.7% | +15.2% | +57.5% | +53.3% |
| 10Y | +310.0% | +113.6% | +196.4% | +161.5% |
| All | +809.0% | +347.8% | +461.2% | +303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling