+1.2%
VWO vs KEYS
+45.0%
-43.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.8% | +5.2% | -1.8% |
| 7D | -4.2% | -21.0% | +16.8% | +0.4% |
| 30D | -10.5% | -32.8% | +22.3% | -3.1% |
| 3M | -9.4% | -22.4% | +13.0% | -5.1% |
| 6M | -8.3% | -26.8% | +18.4% | -3.2% |
| YTD | +1.2% | +28.3% | -27.1% | -2.9% |
| 1Y | +1.2% | +40.2% | -39.0% | -4.0% |
| All | +1.2% | +45.0% | -43.8% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling