+142.2%
VXUS vs KEY
+109.2%
+33.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | -2.5% | +6.9% | -9.4% | -4.1% |
| 3M | -4.6% | -5.0% | +0.4% | -3.5% |
| 6M | -2.6% | +0.7% | -3.4% | -3.0% |
| YTD | +10.4% | +6.5% | +3.9% | +8.3% |
| 1Y | +12.9% | +22.6% | -9.7% | +7.0% |
| 3Y | +68.4% | +125.3% | -56.9% | +33.8% |
| 5Y | +47.7% | +13.9% | +33.8% | +34.9% |
| 10Y | +142.2% | +105.3% | +36.9% | +81.5% |
| All | +142.2% | +109.2% | +33.0% | +81.5% |
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