+152.0%
KEYS vs LII
+2.8%
+149.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | +4.4% | +2.1% | +2.3% | +3.5% |
| 30D | -2.2% | -12.4% | +10.2% | +3.1% |
| 3M | +0.5% | -24.8% | +25.4% | +11.0% |
| 6M | +22.4% | -25.2% | +47.6% | +34.7% |
| YTD | +64.1% | -20.3% | +84.3% | +74.6% |
| 1Y | +97.0% | -32.9% | +129.9% | +126.0% |
| 3Y | +152.0% | +2.0% | +150.0% | +141.2% |
| All | +152.0% | +2.8% | +149.2% | +141.2% |
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