+153.5%
VT vs KEEL
+309.9%
-156.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -0.1% | +19.3% | -19.4% | -1.0% |
| 30D | -0.7% | +9.1% | -9.8% | -1.2% |
| 3M | +4.0% | -31.5% | +35.5% | +5.1% |
| 6M | +12.3% | +75.8% | -63.5% | +8.3% |
| YTD | +14.0% | +57.9% | -43.8% | +10.1% |
| 1Y | +20.3% | +133.3% | -113.0% | +13.0% |
| 3Y | +75.4% | +204.1% | -128.7% | +58.0% |
| 5Y | +66.0% | -37.5% | +103.5% | +50.6% |
| All | +153.5% | +309.9% | -156.4% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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