+55.5%
KEYS vs LII
+23.0%
+32.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.3% |
| 7D | -3.3% | -1.2% | -2.2% | -2.9% |
| 30D | -24.5% | -2.0% | -22.5% | -24.6% |
| 3M | -15.3% | -20.2% | +5.0% | -7.5% |
| 6M | -19.8% | -32.5% | +12.7% | -7.3% |
| YTD | +42.2% | -27.4% | +69.6% | +57.1% |
| 1Y | +59.8% | -28.2% | +87.9% | +77.4% |
| 3Y | +137.0% | -7.2% | +144.3% | +124.8% |
| 5Y | +55.5% | +19.9% | +35.6% | +23.2% |
| All | +55.5% | +23.0% | +32.5% | +23.2% |
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 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