+156.5%
VT vs KEEL
+283.4%
-127.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.2% |
| 7D | +0.4% | +7.8% | -7.3% | +0.1% |
| 30D | +1.0% | -11.7% | +12.7% | +1.3% |
| 3M | +2.4% | -41.5% | +43.9% | +4.1% |
| 6M | +12.0% | +54.9% | -42.9% | +8.7% |
| YTD | +15.3% | +47.7% | -32.3% | +11.7% |
| 1Y | +22.6% | +177.6% | -155.0% | +14.2% |
| 3Y | +74.7% | +164.9% | -90.2% | +58.2% |
| 5Y | +66.1% | -45.9% | +112.0% | +51.4% |
| All | +156.5% | +283.4% | -127.0% | +120.8% |
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