-58.9%
VTRS vs KEYS
+1,113.8%
-1,172.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.5% |
| 7D | -2.2% | +3.5% | -5.7% | -3.3% |
| 30D | +3.3% | -4.5% | +7.8% | +4.6% |
| 3M | +2.0% | -0.4% | +2.4% | +0.7% |
| 6M | +19.9% | +19.1% | +0.8% | +10.9% |
| YTD | +35.7% | +66.7% | -30.9% | +10.5% |
| 1Y | +68.1% | +96.5% | -28.4% | +28.3% |
| 3Y | +87.1% | +155.2% | -68.1% | +26.8% |
| 5Y | +47.6% | +88.0% | -40.3% | +8.5% |
| 10Y | -48.2% | +1,046.8% | -1,094.9% | -81.0% |
| All | -58.9% | +1,113.8% | -1,172.7% | -85.0% |
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