+12.9%
KEY vs LII
+22.0%
-9.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.6% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +4.1% | -4.6% | +8.7% | +5.6% |
| 3M | -8.4% | -21.7% | +13.3% | +0.5% |
| 6M | -2.3% | -32.8% | +30.5% | +11.9% |
| YTD | +4.6% | -27.5% | +32.1% | +13.9% |
| 1Y | +24.6% | -28.0% | +52.5% | +35.9% |
| 3Y | +112.8% | -7.2% | +120.0% | +90.1% |
| 5Y | +12.9% | +22.6% | -9.7% | -20.3% |
| All | +12.9% | +22.0% | -9.1% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling