+1,216.9%
VST vs KEYS
+938.8%
+278.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.0% |
| 7D | +8.9% | +2.3% | +6.6% | +8.0% |
| 30D | +6.2% | -2.6% | +8.8% | +7.1% |
| 3M | -2.7% | -4.6% | +1.9% | -1.6% |
| 6M | -8.4% | +8.7% | -17.1% | -11.8% |
| YTD | -7.2% | +61.0% | -68.2% | -23.4% |
| 1Y | -20.9% | +96.0% | -116.9% | -39.6% |
| 3Y | +384.0% | +144.4% | +239.6% | +243.7% |
| 5Y | +757.1% | +80.5% | +676.6% | +549.8% |
| All | +1,216.9% | +938.8% | +278.1% | +455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling