+777.0%
VST vs KEEL
-39.1%
+816.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +5.3% | +19.3% | -14.0% | +3.0% |
| 30D | +5.8% | +9.1% | -3.4% | +4.2% |
| 3M | +3.5% | -31.5% | +35.0% | +7.0% |
| 6M | -7.4% | +75.8% | -83.2% | -15.5% |
| YTD | -6.1% | +57.9% | -64.0% | -14.0% |
| 1Y | -21.6% | +133.3% | -154.9% | -32.5% |
| 3Y | +357.2% | +204.1% | +153.1% | +265.9% |
| 5Y | +777.0% | -37.5% | +814.6% | +618.5% |
| All | +777.0% | -39.1% | +816.1% | +618.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling