+183.8%
VXUS vs KEY
+323.3%
-139.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.0% | +2.2% | -1.2% | +0.4% |
| 30D | +2.2% | -3.0% | +5.2% | +3.1% |
| 3M | +3.0% | +3.3% | -0.4% | +1.9% |
| 6M | +10.7% | +9.2% | +1.5% | +7.7% |
| YTD | +17.8% | +10.6% | +7.2% | +14.0% |
| 1Y | +27.6% | +20.4% | +7.2% | +20.2% |
| 3Y | +73.3% | +121.8% | -48.5% | +31.7% |
| 5Y | +54.3% | +41.1% | +13.2% | +28.2% |
| 10Y | +149.8% | +168.5% | -18.7% | +42.0% |
| All | +183.8% | +323.3% | -139.5% | +20.4% |
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