-34.9%
VST vs KEYS
+55.9%
-90.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.3% | -7.5% | -11.1% |
| 7D | -15.7% | -14.8% | -0.9% | -9.8% |
| 30D | -17.0% | -25.6% | +8.6% | -6.5% |
| 3M | -15.9% | -16.2% | +0.4% | -9.4% |
| 6M | -25.0% | -18.6% | -6.3% | -19.0% |
| YTD | -25.1% | +40.7% | -65.8% | -32.8% |
| 1Y | -34.9% | +59.6% | -94.5% | -41.8% |
| All | -34.9% | +55.9% | -90.8% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling