+105.3%
KEY vs LII
+166.2%
-60.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | +6.9% | -2.4% | +9.2% | +7.5% |
| 3M | -5.0% | -17.5% | +12.5% | +3.8% |
| 6M | +0.7% | -32.8% | +33.6% | +19.3% |
| YTD | +6.5% | -27.7% | +34.2% | +18.7% |
| 1Y | +22.6% | -28.1% | +50.7% | +36.9% |
| 3Y | +125.3% | -9.7% | +135.0% | +104.9% |
| 5Y | +13.9% | +19.5% | -5.6% | -16.1% |
| 10Y | +105.3% | +170.6% | -65.3% | -5.0% |
| All | +105.3% | +166.2% | -60.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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