+87.5%
KEY vs LII
+3,124.4%
-3,036.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.5% |
| 30D | -3.0% | -12.6% | +9.6% | +2.6% |
| 3M | +3.3% | -24.4% | +27.8% | +14.4% |
| 6M | +9.2% | -28.7% | +37.9% | +23.0% |
| YTD | +10.6% | -19.1% | +29.8% | +17.1% |
| 1Y | +20.4% | -29.7% | +50.1% | +34.6% |
| 3Y | +121.8% | +4.8% | +117.1% | +102.2% |
| 5Y | +41.1% | +24.6% | +16.6% | +17.0% |
| 10Y | +168.5% | +169.2% | -0.7% | +59.6% |
| All | +87.5% | +3,124.4% | -3,036.9% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling