+115.0%
KEY vs LII
-6.9%
+122.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.9% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +4.1% | -4.6% | +8.7% | +5.2% |
| 3M | -8.4% | -21.7% | +13.3% | -1.8% |
| 6M | -2.3% | -32.8% | +30.5% | +8.3% |
| YTD | +4.6% | -27.5% | +32.1% | +11.4% |
| 1Y | +24.6% | -28.0% | +52.5% | +32.8% |
| All | +115.0% | -6.9% | +122.0% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling