+777.0%
VST vs KEYS
+82.0%
+695.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +5.3% | +2.9% | +2.4% | +4.0% |
| 30D | +5.8% | -1.3% | +7.1% | +6.2% |
| 3M | +3.5% | -0.1% | +3.6% | +2.7% |
| 6M | -7.4% | +17.4% | -24.8% | -14.9% |
| YTD | -6.1% | +62.9% | -69.0% | -27.4% |
| 1Y | -21.6% | +95.7% | -117.4% | -45.1% |
| 3Y | +357.2% | +150.2% | +207.0% | +186.5% |
| 5Y | +777.0% | +83.1% | +693.9% | +469.3% |
| All | +777.0% | +82.0% | +695.1% | +469.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling