+560.1%
VST vs KEEL
+115.5%
+444.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.8% | +6.6% | +1.3% |
| 7D | +19.2% | +18.2% | +1.0% | +17.6% |
| 30D | -17.2% | -32.1% | +14.9% | -14.9% |
| 3M | -8.1% | -44.9% | +36.8% | -4.5% |
| 6M | -8.1% | -52.1% | +44.0% | -4.2% |
| YTD | -16.3% | -17.0% | +0.8% | -16.7% |
| 1Y | -24.1% | -38.5% | +14.4% | -23.3% |
| 3Y | +300.2% | +62.5% | +237.7% | +271.1% |
| 5Y | +645.9% | -77.3% | +723.2% | +607.5% |
| All | +560.1% | +115.5% | +444.6% | +459.5% |
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 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