+78.5%
VUG vs KEYS
+87.1%
-8.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.7% |
| 7D | -0.5% | +3.5% | -4.0% | -1.9% |
| 30D | -1.0% | -4.5% | +3.5% | +0.7% |
| 3M | +3.5% | -0.4% | +3.9% | +2.5% |
| 6M | +14.2% | +19.1% | -4.9% | +3.8% |
| YTD | +8.5% | +66.7% | -58.2% | -17.6% |
| 1Y | +12.9% | +96.5% | -83.6% | -21.7% |
| 3Y | +85.6% | +155.2% | -69.5% | +7.2% |
| All | +78.5% | +87.1% | -8.6% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling