+159.8%
VXUS vs KEY
+300.1%
-140.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -2.9% |
| 7D | -3.4% | -2.5% | -0.9% | -2.7% |
| 30D | -5.8% | +4.1% | -9.9% | -6.9% |
| 3M | -6.4% | -8.4% | +1.9% | -4.2% |
| 6M | -2.5% | -2.3% | -0.2% | -2.1% |
| YTD | +7.9% | +4.6% | +3.3% | +6.0% |
| 1Y | +11.5% | +24.6% | -13.1% | +4.1% |
| 3Y | +63.4% | +112.8% | -49.3% | +26.1% |
| 5Y | +42.9% | +12.9% | +30.0% | +27.6% |
| 10Y | +138.9% | +126.7% | +12.2% | +45.3% |
| All | +159.8% | +300.1% | -140.2% | +12.0% |
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