+501.5%
VUG vs KEYS
+1,067.2%
-565.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -1.9% | +0.9% | -2.8% | -2.3% |
| 30D | -1.6% | -5.3% | +3.7% | +0.3% |
| 3M | +4.4% | +0.5% | +3.9% | +3.0% |
| 6M | +13.2% | +14.0% | -0.8% | +5.4% |
| YTD | +7.5% | +60.3% | -52.8% | -14.9% |
| 1Y | +12.5% | +91.3% | -78.8% | -18.1% |
| 3Y | +86.0% | +146.1% | -60.2% | +18.2% |
| 5Y | +76.5% | +80.8% | -4.3% | +26.1% |
| 10Y | +417.7% | +1,002.8% | -585.1% | +99.3% |
| All | +501.5% | +1,067.2% | -565.7% | +129.0% |
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