+419.9%
LIN vs KEYS
+967.0%
-547.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +1.3% |
| 7D | +2.1% | +9.4% | -7.3% | -0.4% |
| 30D | +6.8% | -16.8% | +23.5% | +11.3% |
| 3M | +10.4% | -15.9% | +26.2% | +14.3% |
| 6M | +3.2% | -17.6% | +20.7% | +6.4% |
| YTD | +24.6% | +46.5% | -21.9% | +5.8% |
| 1Y | +24.4% | +66.9% | -42.5% | +0.9% |
| 3Y | +36.7% | +141.4% | -104.6% | -5.7% |
| 5Y | +67.0% | +59.5% | +7.5% | +30.3% |
| 10Y | +426.7% | +761.1% | -334.4% | +137.8% |
| All | +419.9% | +967.0% | -547.0% | +117.9% |
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