+232.9%
VTV vs KEY
+167.1%
+65.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -0.5% | -3.3% | +2.8% | +0.5% |
| 3M | +5.3% | -0.7% | +6.0% | +5.4% |
| 6M | +12.9% | +12.5% | +0.3% | +8.6% |
| YTD | +18.5% | +8.4% | +10.1% | +15.1% |
| 1Y | +25.3% | +18.4% | +6.8% | +18.2% |
| 3Y | +68.2% | +123.3% | -55.1% | +26.8% |
| 5Y | +80.6% | +38.8% | +41.8% | +50.9% |
| 10Y | +232.9% | +169.3% | +63.6% | +108.4% |
| All | +232.9% | +167.1% | +65.8% | +108.4% |
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