+1,216.9%
VST vs KEY
+170.3%
+1,046.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.4% |
| 7D | +8.9% | +2.2% | +6.7% | +8.1% |
| 30D | +6.2% | -3.0% | +9.2% | +7.3% |
| 3M | -2.7% | +3.3% | -6.1% | -3.9% |
| 6M | -8.4% | +9.2% | -17.5% | -11.2% |
| YTD | -7.2% | +10.6% | -17.9% | -10.7% |
| 1Y | -20.9% | +20.4% | -41.3% | -26.3% |
| 3Y | +384.0% | +121.8% | +262.1% | +264.6% |
| 5Y | +757.1% | +41.1% | +715.9% | +609.1% |
| All | +1,216.9% | +170.3% | +1,046.6% | +721.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling