+24.8%
KEY vs LII
-28.0%
+52.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +7.1% | -0.6% | +7.7% | +7.0% |
| 3M | -5.9% | -17.0% | +11.1% | -2.8% |
| 6M | +2.2% | -31.1% | +33.3% | +8.3% |
| YTD | +6.4% | -27.7% | +34.1% | +8.0% |
| 1Y | +24.8% | -26.2% | +50.9% | +25.4% |
| All | +24.8% | -28.0% | +52.7% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling