+362.2%
VST vs KEEL
+209.2%
+153.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +5.3% | +19.3% | -14.0% | +2.1% |
| 30D | +5.8% | +9.1% | -3.4% | +3.6% |
| 3M | +3.5% | -31.5% | +35.0% | +8.3% |
| 6M | -7.4% | +75.8% | -83.2% | -18.8% |
| YTD | -6.1% | +57.9% | -64.0% | -17.3% |
| 1Y | -21.6% | +133.3% | -154.9% | -37.3% |
| All | +362.2% | +209.2% | +153.0% | +240.4% |
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