+146.9%
VT vs KEEL
+105.5%
+41.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.1% |
| 7D | +2.4% | -0.5% | +2.9% | +2.4% |
| 30D | -1.5% | -27.1% | +25.6% | -0.4% |
| 3M | -4.1% | -43.8% | +39.7% | -2.1% |
| 6M | +0.6% | -55.2% | +55.7% | +3.0% |
| YTD | +11.0% | -20.9% | +31.9% | +10.1% |
| 1Y | +13.3% | -28.5% | +41.8% | +12.7% |
| 3Y | +73.4% | +66.1% | +7.3% | +60.2% |
| 5Y | +57.4% | -78.3% | +135.8% | +47.8% |
| All | +146.9% | +105.5% | +41.4% | +117.7% |
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