+99.5%
KEY vs LII
+172.8%
-73.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -0.5% | -2.3% | +1.8% | +0.7% |
| 30D | +6.7% | -1.7% | +8.4% | +7.0% |
| 3M | -4.6% | -18.3% | +13.7% | +4.8% |
| 6M | +2.6% | -32.3% | +34.9% | +21.0% |
| YTD | +7.0% | -27.1% | +34.1% | +18.8% |
| 1Y | +23.5% | -27.2% | +50.7% | +37.0% |
| 3Y | +126.4% | -8.9% | +135.3% | +105.1% |
| 5Y | +13.0% | +19.7% | -6.6% | -16.7% |
| 10Y | +99.5% | +168.9% | -69.4% | -6.7% |
| All | +99.5% | +172.8% | -73.3% | -6.7% |
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