+990.1%
VZ vs KEY
+1,050.5%
-60.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.1% | +2.2% | -2.1% | -0.3% |
| 30D | +7.9% | -3.0% | +10.9% | +8.4% |
| 3M | +13.6% | +3.3% | +10.3% | +12.9% |
| 6M | +1.1% | +9.2% | -8.1% | -0.6% |
| YTD | +29.3% | +10.6% | +18.6% | +26.6% |
| 1Y | +21.2% | +20.4% | +0.8% | +16.8% |
| 3Y | +75.9% | +121.8% | -45.9% | +49.2% |
| 5Y | +24.1% | +41.1% | -17.0% | +10.1% |
| 10Y | +62.4% | +168.5% | -106.1% | +19.9% |
| All | +990.1% | +1,050.5% | -60.4% | +411.7% |
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