+543.7%
VST vs KEEL
+111.0%
+432.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.5% | -1.8% |
| 7D | -6.0% | -12.8% | +6.8% | -5.1% |
| 30D | -18.8% | -37.4% | +18.6% | -16.0% |
| 3M | -8.0% | -43.8% | +35.8% | -4.5% |
| 6M | -10.9% | -51.9% | +41.0% | -7.1% |
| YTD | -18.3% | -18.7% | +0.4% | -18.6% |
| 1Y | -29.9% | -46.6% | +16.7% | -28.4% |
| 3Y | +290.3% | +59.2% | +231.1% | +262.7% |
| 5Y | +635.3% | -75.8% | +711.1% | +597.4% |
| All | +543.7% | +111.0% | +432.7% | +446.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling