+377.4%
VT vs KEY
+253.2%
+124.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.4% | +2.2% | -1.8% | -0.1% |
| 30D | +1.0% | -3.0% | +4.0% | +1.7% |
| 3M | +2.4% | +3.3% | -1.0% | +1.5% |
| 6M | +12.0% | +9.2% | +2.8% | +9.4% |
| YTD | +15.3% | +10.6% | +4.7% | +12.1% |
| 1Y | +22.6% | +20.4% | +2.2% | +16.5% |
| 3Y | +74.7% | +121.8% | -47.2% | +39.4% |
| 5Y | +66.1% | +41.1% | +25.0% | +42.7% |
| 10Y | +225.0% | +168.5% | +56.5% | +122.0% |
| All | +377.4% | +253.2% | +124.3% | +156.7% |
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