+66.6%
VT vs KEYS
+84.5%
-17.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | +1.0% | +4.4% | -3.4% | -0.4% |
| 30D | -0.2% | -2.2% | +2.0% | +0.2% |
| 3M | +4.5% | +0.5% | +4.0% | +3.5% |
| 6M | +14.1% | +22.4% | -8.3% | +5.4% |
| YTD | +14.8% | +64.1% | -49.3% | -5.6% |
| 1Y | +21.2% | +97.0% | -75.8% | -7.4% |
| 3Y | +76.6% | +152.0% | -75.4% | +18.7% |
| 5Y | +66.6% | +83.7% | -17.1% | +21.7% |
| All | +66.6% | +84.5% | -17.9% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling