+931.7%
KEYS vs LII
+378.5%
+553.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -4.5% | +0.4% | -4.9% | -4.7% |
| 30D | -23.9% | -2.4% | -21.5% | -23.7% |
| 3M | -13.1% | -17.5% | +4.4% | -6.8% |
| 6M | -19.1% | -32.8% | +13.7% | -6.8% |
| YTD | +43.4% | -27.7% | +71.1% | +58.6% |
| 1Y | +58.8% | -28.1% | +86.9% | +76.1% |
| 3Y | +134.6% | -9.7% | +144.2% | +130.3% |
| 5Y | +58.7% | +19.5% | +39.2% | +33.5% |
| 10Y | +759.0% | +170.6% | +588.4% | +390.1% |
| All | +931.7% | +378.5% | +553.3% | +359.4% |
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