+1,208.7%
VST vs KEYS
+975.0%
+233.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.6% |
| 7D | -0.6% | +3.5% | -4.1% | -1.9% |
| 30D | +1.2% | -4.5% | +5.6% | +2.7% |
| 3M | +1.5% | -0.4% | +1.9% | +1.0% |
| 6M | -6.5% | +19.1% | -25.6% | -12.9% |
| YTD | -7.8% | +66.7% | -74.4% | -24.9% |
| 1Y | -26.9% | +96.5% | -123.4% | -44.3% |
| 3Y | +353.9% | +155.2% | +198.7% | +217.4% |
| 5Y | +782.7% | +88.0% | +694.7% | +559.6% |
| All | +1,208.7% | +975.0% | +233.7% | +444.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling