+302.5%
VTI vs KEY
+167.1%
+135.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -0.4% | -0.3% | 0.0% | -0.3% |
| 30D | -1.6% | -3.3% | +1.7% | -0.7% |
| 3M | +3.6% | -0.7% | +4.3% | +3.7% |
| 6M | +13.0% | +12.5% | +0.5% | +8.9% |
| YTD | +12.7% | +8.4% | +4.3% | +9.6% |
| 1Y | +18.4% | +18.4% | -0.1% | +11.9% |
| 3Y | +76.4% | +123.3% | -46.9% | +35.0% |
| 5Y | +73.7% | +38.8% | +34.9% | +47.3% |
| 10Y | +302.5% | +169.3% | +133.2% | +161.8% |
| All | +302.5% | +167.1% | +135.4% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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