+417.3%
LIN vs KEY
+121.9%
+295.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.3% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +7.6% | +7.2% | +0.4% | +5.6% |
| 3M | +6.5% | -4.9% | +11.4% | +7.7% |
| 6M | +6.2% | +1.1% | +5.1% | +5.6% |
| YTD | +23.2% | +6.8% | +16.4% | +20.4% |
| 1Y | +25.4% | +23.3% | +2.1% | +17.9% |
| 3Y | +38.3% | +126.1% | -87.8% | +7.0% |
| 5Y | +64.4% | +15.2% | +49.2% | +49.0% |
| 10Y | +417.3% | +113.6% | +303.7% | +286.0% |
| All | +417.3% | +121.9% | +295.4% | +286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling