+25.3%
VZ vs KEYS
+82.0%
-56.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -1.0% | +2.9% | -3.9% | -1.0% |
| 30D | +5.8% | -1.3% | +7.1% | +5.8% |
| 3M | +10.5% | -0.1% | +10.6% | +10.4% |
| 6M | +1.8% | +17.4% | -15.6% | +1.2% |
| YTD | +28.3% | +62.9% | -34.6% | +25.8% |
| 1Y | +22.0% | +95.7% | -73.8% | +18.5% |
| 3Y | +81.8% | +150.2% | -68.3% | +72.2% |
| 5Y | +25.3% | +83.1% | -57.8% | +15.7% |
| All | +25.3% | +82.0% | -56.6% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling