+228.2%
VT vs KEYS
+995.3%
-767.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.1% | +2.9% | -3.1% | -1.1% |
| 30D | -0.7% | -1.3% | +0.6% | -0.5% |
| 3M | +4.0% | -0.1% | +4.1% | +3.1% |
| 6M | +12.3% | +17.4% | -5.1% | +4.8% |
| YTD | +14.0% | +62.9% | -48.9% | -6.7% |
| 1Y | +20.3% | +95.7% | -75.4% | -8.6% |
| 3Y | +75.4% | +150.2% | -74.8% | +18.3% |
| 5Y | +66.0% | +83.1% | -17.1% | +22.9% |
| 10Y | +228.2% | +1,020.9% | -792.7% | +30.8% |
| All | +228.2% | +995.3% | -767.1% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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