+919.3%
VZ vs KEY
+1,017.8%
-98.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.5% | +1.8% |
| 7D | +6.9% | +1.7% | +5.3% | +6.6% |
| 30D | +2.3% | +6.8% | -4.5% | +1.1% |
| 3M | 0.0% | -5.8% | +5.8% | +1.0% |
| 6M | +0.2% | +1.4% | -1.2% | -0.2% |
| YTD | +20.9% | +7.5% | +13.4% | +18.9% |
| 1Y | +25.2% | +29.6% | -4.4% | +19.3% |
| 3Y | +55.9% | +118.8% | -62.9% | +32.8% |
| 5Y | +22.6% | +16.8% | +5.7% | +12.6% |
| 10Y | +68.6% | +133.0% | -64.4% | +27.8% |
| All | +919.3% | +1,017.8% | -98.5% | +380.7% |
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 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