+535.3%
VRT vs KEEL
+186.7%
+348.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.3% | +1.7% | -3.8% |
| 7D | -7.7% | +2.7% | -10.4% | -8.3% |
| 30D | -12.0% | +4.6% | -16.5% | -13.4% |
| 3M | -11.7% | -34.5% | +22.8% | -4.1% |
| 6M | -8.1% | +59.3% | -67.3% | -19.9% |
| YTD | +53.2% | +46.4% | +6.8% | +33.9% |
| 1Y | +81.7% | +96.6% | -14.9% | +42.1% |
| All | +535.3% | +186.7% | +348.6% | +309.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling