+415.7%
LIN vs KEYS
+944.7%
-528.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +2.0% | -4.5% | +6.5% | +2.9% |
| 30D | +7.9% | -23.9% | +31.7% | +15.3% |
| 3M | +6.3% | -13.1% | +19.4% | +9.0% |
| 6M | +6.5% | -19.1% | +25.6% | +10.4% |
| YTD | +23.6% | +43.4% | -19.9% | +5.6% |
| 1Y | +25.7% | +58.8% | -33.1% | +3.5% |
| 3Y | +35.6% | +134.6% | -99.0% | -5.7% |
| 5Y | +65.9% | +58.7% | +7.1% | +29.5% |
| 10Y | +412.1% | +759.0% | -346.9% | +131.4% |
| All | +415.7% | +944.7% | -528.9% | +117.4% |
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