+65.5%
VZ vs KEY
+121.9%
-56.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.5% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +10.6% | +7.2% | +3.4% | +9.6% |
| 3M | -0.6% | -4.9% | +4.3% | 0.0% |
| 6M | +0.7% | +1.1% | -0.3% | +0.5% |
| YTD | +20.6% | +6.8% | +13.8% | +19.3% |
| 1Y | +22.7% | +23.3% | -0.6% | +19.1% |
| 3Y | +57.2% | +126.1% | -68.8% | +38.0% |
| 5Y | +21.4% | +15.2% | +6.2% | +14.7% |
| 10Y | +65.5% | +113.6% | -48.1% | +49.7% |
| All | +65.5% | +121.9% | -56.4% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling