-36.4%
VRT vs KEY
-8.5%
-27.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.7% | -11.3% | -13.0% |
| 7D | -28.1% | -2.5% | -25.7% | -27.0% |
| 30D | -30.2% | +4.1% | -34.3% | -30.3% |
| 3M | -36.4% | -8.4% | -28.0% | -31.5% |
| All | -36.4% | -8.5% | -27.9% | -31.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling