+64.9%
VZ vs KEYS
+1,049.9%
-985.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +1.0% |
| 7D | +0.9% | +3.5% | -2.6% | +0.7% |
| 30D | +7.7% | -4.5% | +12.2% | +8.0% |
| 3M | +9.7% | -0.4% | +10.1% | +9.4% |
| 6M | +3.1% | +19.1% | -16.0% | +1.0% |
| YTD | +30.5% | +66.7% | -36.2% | +23.3% |
| 1Y | +22.5% | +96.5% | -74.0% | +13.6% |
| 3Y | +82.4% | +155.2% | -72.8% | +61.8% |
| 5Y | +28.0% | +88.0% | -60.0% | +16.6% |
| All | +64.9% | +1,049.9% | -985.0% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling