+96.3%
VTR vs KEY
+172.4%
-76.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.3% | -1.5% | +1.2% | +0.3% |
| 30D | +1.1% | -3.7% | +4.8% | +2.5% |
| 3M | +7.9% | -1.3% | +9.2% | +8.1% |
| 6M | +6.2% | +13.3% | -7.2% | +0.6% |
| YTD | +17.7% | +9.0% | +8.8% | +12.8% |
| 1Y | +32.9% | +18.7% | +14.2% | +22.5% |
| 3Y | +129.7% | +125.3% | +4.4% | +52.2% |
| 5Y | +89.3% | +40.2% | +49.1% | +43.3% |
| All | +96.3% | +172.4% | -76.1% | +7.4% |
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