+372.0%
LIN vs KEYS
+1,072.8%
-700.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -2.1% | +2.3% | -4.4% | -2.7% |
| 30D | -2.4% | -2.6% | +0.2% | -2.0% |
| 3M | -5.6% | -4.6% | -0.9% | -5.4% |
| 6M | -3.4% | +8.7% | -12.1% | -7.5% |
| YTD | +13.1% | +61.0% | -47.9% | -5.4% |
| 1Y | +2.5% | +96.0% | -93.5% | -20.2% |
| 3Y | +27.6% | +144.4% | -116.8% | -10.8% |
| 5Y | +63.0% | +80.5% | -17.5% | +24.0% |
| 10Y | +359.3% | +974.9% | -615.7% | +97.3% |
| All | +372.0% | +1,072.8% | -700.8% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling