+359.5%
LIN vs KEYS
+1,005.8%
-646.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -4.3% | +0.9% | -5.2% | -4.5% |
| 30D | -5.6% | -5.3% | -0.3% | -4.4% |
| 3M | -9.0% | +0.5% | -9.5% | -10.3% |
| 6M | -2.5% | +14.0% | -16.5% | -8.1% |
| YTD | +9.3% | +60.3% | -50.9% | -8.8% |
| 1Y | -1.0% | +91.3% | -92.3% | -22.8% |
| 3Y | +24.0% | +146.1% | -122.1% | -14.5% |
| 5Y | +59.1% | +80.8% | -21.7% | +19.9% |
| All | +359.5% | +1,005.8% | -646.2% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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