+160.2%
VXUS vs KEY
+298.0%
-137.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | -1.8% | -1.3% | -0.5% | -1.4% |
| 30D | -4.6% | +5.1% | -9.7% | -6.0% |
| 3M | -6.1% | -7.1% | +1.0% | -4.2% |
| 6M | -4.9% | -4.4% | -0.5% | -3.9% |
| YTD | +8.1% | +4.0% | +4.0% | +6.4% |
| 1Y | +12.1% | +23.4% | -11.3% | +4.9% |
| 3Y | +63.9% | +113.9% | -50.0% | +26.2% |
| 5Y | +43.1% | +12.3% | +30.8% | +28.0% |
| 10Y | +139.2% | +125.5% | +13.7% | +45.8% |
| All | +160.2% | +298.0% | -137.7% | +12.3% |
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