+245.9%
VT vs KEYS
+935.7%
-689.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.2% | -3.6% | +0.6% |
| 7D | +0.4% | -3.3% | +3.7% | +1.2% |
| 30D | -2.6% | -24.5% | +21.9% | +6.2% |
| 3M | -3.2% | -15.3% | +12.0% | +1.1% |
| 6M | +0.9% | -19.8% | +20.7% | +6.6% |
| YTD | +11.3% | +42.2% | -30.9% | -5.1% |
| 1Y | +14.0% | +59.8% | -45.8% | -7.0% |
| 3Y | +75.8% | +137.0% | -61.2% | +20.9% |
| 5Y | +57.8% | +55.5% | +2.4% | +23.7% |
| 10Y | +219.8% | +755.4% | -535.6% | +41.5% |
| All | +245.9% | +935.7% | -689.8% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling