+76.6%
VT vs KEYS
+153.6%
-77.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | +1.0% | +4.4% | -3.4% | -0.1% |
| 30D | -0.2% | -2.2% | +2.0% | +0.2% |
| 3M | +4.5% | +0.5% | +4.0% | +3.7% |
| 6M | +14.1% | +22.4% | -8.3% | +6.9% |
| YTD | +14.8% | +64.1% | -49.3% | -2.4% |
| 1Y | +21.2% | +97.0% | -75.8% | -3.4% |
| 3Y | +76.6% | +152.0% | -75.4% | +24.1% |
| All | +76.6% | +153.6% | -77.1% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling