+96.5%
KEYS vs LNT
+8.4%
+88.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.5% | -1.0% | +4.5% | +3.4% |
| 30D | -4.5% | -4.2% | -0.2% | -5.0% |
| 3M | -0.4% | -6.7% | +6.3% | -2.4% |
| 6M | +19.1% | -3.6% | +22.7% | +17.1% |
| YTD | +66.7% | +5.9% | +60.8% | +68.4% |
| 1Y | +96.5% | +7.3% | +89.2% | +99.3% |
| All | +96.5% | +8.4% | +88.0% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 1y: compounded portfolio wealth divided by compounded LNT 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…
1y analysis · Full analysis span regression · 6 months rolling