+75.8%
VT vs KEYS
+131.6%
-55.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.2% | -3.6% | +1.1% |
| 7D | +0.4% | -3.3% | +3.7% | +1.0% |
| 30D | -2.6% | -24.5% | +21.9% | +4.0% |
| 3M | -3.2% | -15.3% | +12.0% | 0.0% |
| 6M | +0.9% | -19.8% | +20.7% | +5.3% |
| YTD | +11.3% | +42.2% | -30.9% | -2.3% |
| 1Y | +14.0% | +59.8% | -45.8% | -3.7% |
| 3Y | +75.8% | +137.0% | -61.2% | +27.5% |
| All | +75.8% | +131.6% | -55.7% | +27.5% |
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