+168.3%
VXUS vs KEY
+309.2%
-140.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -1.2% | +6.7% | -7.9% | -3.0% |
| 3M | -3.8% | -4.6% | +0.8% | -2.6% |
| 6M | -1.7% | +2.6% | -4.2% | -2.6% |
| YTD | +11.4% | +7.0% | +4.5% | +8.8% |
| 1Y | +13.3% | +23.5% | -10.1% | +6.1% |
| 3Y | +70.0% | +126.4% | -56.4% | +28.8% |
| 5Y | +48.1% | +13.0% | +35.1% | +32.3% |
| 10Y | +147.1% | +99.5% | +47.6% | +59.8% |
| All | +168.3% | +309.2% | -140.9% | +14.9% |
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