+84.5%
VTR vs KEEL
-34.6%
+119.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -0.6% |
| 7D | -0.3% | +2.9% | -3.2% | -0.4% |
| 30D | +1.1% | +0.8% | +0.3% | +1.0% |
| 3M | +7.9% | -35.3% | +43.2% | +8.8% |
| 6M | +6.2% | +59.4% | -53.2% | +3.1% |
| YTD | +17.7% | +51.9% | -34.2% | +14.1% |
| 1Y | +32.9% | +75.0% | -42.1% | +26.4% |
| 3Y | +129.7% | +224.5% | -94.9% | +102.3% |
| All | +84.5% | -34.6% | +119.1% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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