+57.3%
VUG vs KEY
+11.7%
+45.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | -11.1% | +5.1% | -16.2% | -12.3% |
| 3M | -7.2% | -7.1% | -0.1% | -5.5% |
| 6M | -4.1% | -4.4% | +0.2% | -3.3% |
| YTD | +1.4% | +4.0% | -2.6% | -0.1% |
| 1Y | +1.9% | +23.4% | -21.5% | -4.1% |
| 3Y | +77.7% | +113.9% | -36.2% | +43.1% |
| All | +57.3% | +11.7% | +45.7% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling