+627.0%
VST vs KEEL
+294.5%
+332.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.6% |
| 7D | -0.6% | +2.9% | -3.5% | -0.8% |
| 30D | +1.2% | +0.8% | +0.3% | +0.9% |
| 3M | +1.5% | -35.3% | +36.8% | +3.9% |
| 6M | -6.5% | +59.4% | -65.9% | -10.6% |
| YTD | -7.8% | +51.9% | -59.7% | -12.0% |
| 1Y | -26.9% | +75.0% | -101.9% | -31.4% |
| 3Y | +353.9% | +224.5% | +129.3% | +301.9% |
| 5Y | +782.7% | -35.9% | +818.6% | +692.4% |
| All | +627.0% | +294.5% | +332.5% | +491.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling