+25.0%
LIN vs KEYS
+150.4%
-125.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.1% |
| 7D | -3.5% | +4.4% | -7.9% | -3.9% |
| 30D | -4.1% | -2.2% | -1.9% | -4.0% |
| 3M | -6.4% | +0.5% | -6.9% | -6.8% |
| 6M | -2.4% | +22.4% | -24.8% | -5.8% |
| YTD | +10.9% | +64.1% | -53.2% | +1.4% |
| 1Y | 0.0% | +97.0% | -96.9% | -12.2% |
| All | +25.0% | +150.4% | -125.4% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling