+111.6%
VWO vs KEY
+171.1%
-59.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.7% | -1.8% | 0.0% | -1.3% |
| 30D | -0.3% | -3.3% | +3.0% | +0.4% |
| 3M | +4.0% | -0.2% | +4.2% | +3.9% |
| 6M | +8.1% | +12.1% | -4.0% | +5.2% |
| YTD | +11.6% | +8.4% | +3.2% | +9.3% |
| 1Y | +16.2% | +17.6% | -1.4% | +11.6% |
| 3Y | +63.3% | +123.3% | -60.1% | +32.5% |
| 5Y | +33.4% | +39.5% | -6.2% | +16.4% |
| All | +111.6% | +171.1% | -59.5% | +49.1% |
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