+373.4%
VST vs KEY
+122.6%
+250.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.4% |
| 7D | +8.9% | +2.2% | +6.7% | +7.9% |
| 30D | +6.2% | -3.0% | +9.2% | +7.5% |
| 3M | -2.7% | +3.3% | -6.1% | -4.2% |
| 6M | -8.4% | +9.2% | -17.5% | -11.9% |
| YTD | -7.2% | +10.6% | -17.9% | -11.7% |
| 1Y | -20.9% | +20.4% | -41.3% | -27.7% |
| All | +373.4% | +122.6% | +250.8% | +259.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling