+367.1%
VT vs KEY
+243.1%
+123.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | -0.3% | +1.7% | -2.0% | -0.7% |
| 30D | -1.4% | +6.8% | -8.2% | -3.1% |
| 3M | -1.4% | -5.8% | +4.4% | 0.0% |
| 6M | +5.5% | +1.4% | +4.0% | +4.8% |
| YTD | +12.8% | +7.5% | +5.3% | +10.4% |
| 1Y | +15.4% | +29.6% | -14.2% | +7.7% |
| 3Y | +76.9% | +118.8% | -41.9% | +42.0% |
| 5Y | +60.4% | +16.8% | +43.6% | +44.5% |
| 10Y | +232.8% | +133.0% | +99.7% | +135.2% |
| All | +367.1% | +243.1% | +123.9% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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