+80.2%
VZ vs KEYS
+967.0%
-886.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.3% |
| 7D | +1.5% | +9.4% | -7.9% | +0.8% |
| 30D | +4.4% | -16.8% | +21.1% | +5.6% |
| 3M | -2.4% | -15.9% | +13.5% | -1.5% |
| 6M | +1.4% | -17.6% | +19.0% | +2.2% |
| YTD | +21.4% | +46.5% | -25.1% | +14.7% |
| 1Y | +20.3% | +66.9% | -46.6% | +11.9% |
| 3Y | +57.4% | +141.4% | -84.0% | +37.6% |
| 5Y | +21.9% | +59.5% | -37.6% | +11.4% |
| 10Y | +70.7% | +761.1% | -690.3% | +18.6% |
| All | +80.2% | +967.0% | -886.7% | +23.5% |
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