+63.9%
VUG vs KEY
+12.7%
+51.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +4.4% | +1.8% | +2.6% | +3.9% |
| 30D | -7.3% | +7.1% | -14.5% | -9.0% |
| 3M | -4.2% | -5.9% | +1.7% | -2.8% |
| 6M | -1.6% | +2.2% | -3.8% | -2.4% |
| YTD | +4.9% | +6.4% | -1.5% | +2.7% |
| 1Y | +3.8% | +24.8% | -21.0% | -2.6% |
| 3Y | +79.4% | +125.2% | -45.8% | +42.6% |
| 5Y | +63.9% | +13.0% | +51.0% | +62.8% |
| All | +63.9% | +12.7% | +51.2% | +62.8% |
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