+146.3%
VT vs KEEL
+111.0%
+35.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | -0.1% | -12.8% | +12.6% | +0.3% |
| 30D | -3.1% | -37.4% | +34.3% | -1.3% |
| 3M | -3.5% | -43.8% | +40.3% | -1.5% |
| 6M | +0.5% | -51.9% | +52.4% | +2.6% |
| YTD | +10.8% | -18.7% | +29.5% | +9.8% |
| 1Y | +11.9% | -46.6% | +58.5% | +12.5% |
| 3Y | +73.0% | +59.2% | +13.8% | +60.0% |
| 5Y | +58.6% | -75.8% | +134.4% | +48.6% |
| All | +146.3% | +111.0% | +35.3% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling