+960.3%
VTI vs KEY
+125.9%
+834.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.1% | +2.2% | -2.1% | -0.5% |
| 30D | 0.0% | -3.0% | +3.0% | +0.8% |
| 3M | +2.0% | +3.3% | -1.3% | +1.0% |
| 6M | +13.0% | +9.2% | +3.8% | +10.1% |
| YTD | +13.9% | +10.6% | +3.3% | +10.5% |
| 1Y | +20.0% | +20.4% | -0.4% | +13.6% |
| 3Y | +75.8% | +121.8% | -46.0% | +38.4% |
| 5Y | +73.8% | +41.1% | +32.7% | +48.1% |
| 10Y | +297.5% | +168.5% | +129.0% | +165.8% |
| All | +960.3% | +125.9% | +834.5% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling