+996.4%
VST vs KEY
+122.1%
+874.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.7% | -3.4% | -5.2% |
| 7D | -19.9% | -2.5% | -17.4% | -19.3% |
| 30D | -29.7% | +4.1% | -33.7% | -30.8% |
| 3M | -19.6% | -8.4% | -11.2% | -17.4% |
| 6M | -29.4% | -2.3% | -27.1% | -29.1% |
| YTD | -29.7% | +4.6% | -34.3% | -31.3% |
| 1Y | -40.0% | +24.6% | -64.6% | -44.9% |
| 3Y | +231.0% | +112.8% | +118.2% | +153.2% |
| 5Y | +500.1% | +12.9% | +487.1% | +438.1% |
| All | +996.4% | +122.1% | +874.3% | +645.0% |
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