+631.5%
VST vs KEEL
+283.4%
+348.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.3% |
| 7D | +8.9% | +7.8% | +1.1% | +8.3% |
| 30D | +6.2% | -11.7% | +17.9% | +6.9% |
| 3M | -2.7% | -41.5% | +38.8% | +0.3% |
| 6M | -8.4% | +54.9% | -63.3% | -12.2% |
| YTD | -7.2% | +47.7% | -54.9% | -11.2% |
| 1Y | -20.9% | +177.6% | -198.5% | -27.9% |
| 3Y | +384.0% | +164.9% | +219.1% | +332.1% |
| 5Y | +757.1% | -45.9% | +802.9% | +673.8% |
| All | +631.5% | +283.4% | +348.0% | +496.0% |
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 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