+92.0%
VZ vs KEYS
+1,072.8%
-980.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +0.1% | +2.3% | -2.2% | -0.1% |
| 30D | +7.9% | -2.6% | +10.5% | +8.1% |
| 3M | +13.6% | -4.6% | +18.3% | +13.7% |
| 6M | +1.1% | +8.7% | -7.6% | -0.3% |
| YTD | +29.3% | +61.0% | -31.7% | +21.8% |
| 1Y | +21.2% | +96.0% | -74.8% | +11.5% |
| 3Y | +75.9% | +144.4% | -68.5% | +55.1% |
| 5Y | +24.1% | +80.5% | -56.4% | +12.5% |
| 10Y | +62.4% | +974.9% | -912.5% | +10.1% |
| All | +92.0% | +1,072.8% | -980.8% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling