+2,080.1%
LLY vs KEY
+96.4%
+1,983.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.2% |
| 7D | +6.7% | +2.9% | +3.8% | +6.4% |
| 30D | +19.6% | +8.4% | +11.1% | +18.6% |
| 3M | +19.7% | -5.8% | +25.5% | +20.4% |
| 6M | +42.7% | +5.4% | +37.3% | +41.8% |
| YTD | +35.1% | +7.1% | +28.1% | +33.8% |
| 1Y | +42.2% | +26.8% | +15.4% | +38.3% |
| 3Y | +140.8% | +128.7% | +12.1% | +118.0% |
| 5Y | +480.6% | +13.6% | +466.9% | +461.5% |
| All | +2,080.1% | +96.4% | +1,983.7% | +1,893.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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