+1,179.1%
VST vs KEY
+95.2%
+1,083.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +19.2% | +1.8% | +17.4% | +18.5% |
| 30D | -17.2% | +7.1% | -24.3% | -19.2% |
| 3M | -8.1% | -5.9% | -2.2% | -6.5% |
| 6M | -8.1% | +2.2% | -10.3% | -9.1% |
| YTD | -16.3% | +6.4% | -22.7% | -18.6% |
| 1Y | -24.1% | +24.8% | -48.9% | -30.3% |
| 3Y | +300.2% | +125.2% | +175.0% | +200.3% |
| 5Y | +645.9% | +13.0% | +632.9% | +569.2% |
| All | +1,179.1% | +95.2% | +1,083.9% | +746.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling