+152.5%
VXUS vs KEYS
+1,086.4%
-934.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | +0.3% | +2.9% | -2.6% | -0.6% |
| 30D | +0.7% | -1.3% | +2.0% | +0.9% |
| 3M | +4.8% | -0.1% | +4.9% | +4.1% |
| 6M | +11.3% | +17.4% | -6.0% | +5.0% |
| YTD | +16.5% | +62.9% | -46.4% | -1.7% |
| 1Y | +24.3% | +95.7% | -71.5% | -1.6% |
| 3Y | +74.5% | +150.2% | -75.7% | +24.5% |
| 5Y | +54.3% | +83.1% | -28.8% | +19.1% |
| 10Y | +150.1% | +1,020.9% | -870.8% | +7.3% |
| All | +152.5% | +1,086.4% | -934.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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