+329.3%
VWO vs KEY
+37.5%
+291.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | +1.1% | +2.2% | -1.1% | +0.5% |
| 30D | +2.4% | -3.0% | +5.4% | +3.2% |
| 3M | +2.0% | +3.3% | -1.3% | +1.0% |
| 6M | +10.7% | +9.2% | +1.5% | +7.9% |
| YTD | +14.4% | +10.6% | +3.8% | +10.9% |
| 1Y | +22.7% | +20.4% | +2.3% | +16.0% |
| 3Y | +64.2% | +121.8% | -57.6% | +27.4% |
| 5Y | +35.8% | +41.1% | -5.4% | +13.3% |
| 10Y | +114.7% | +168.5% | -53.8% | +34.8% |
| All | +329.3% | +37.5% | +291.8% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling