+1,058.3%
KEYS vs LII
+435.0%
+623.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +0.9% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | -2.6% | -12.6% | +10.0% | +2.9% |
| 3M | -4.6% | -24.4% | +19.8% | +5.6% |
| 6M | +8.7% | -28.7% | +37.4% | +23.1% |
| YTD | +61.0% | -19.1% | +80.2% | +71.5% |
| 1Y | +96.0% | -29.7% | +125.7% | +121.2% |
| 3Y | +144.4% | +4.8% | +139.6% | +126.7% |
| 5Y | +80.5% | +24.6% | +55.9% | +50.4% |
| 10Y | +974.9% | +169.2% | +805.7% | +524.8% |
| All | +1,058.3% | +435.0% | +623.3% | +396.9% |
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