+134.1%
LLY vs KEY
+107.3%
+26.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.0% | -3.5% |
| 7D | -0.7% | -2.5% | +1.8% | -0.4% |
| 30D | +17.9% | +4.1% | +13.8% | +17.5% |
| 3M | +16.8% | -8.4% | +25.2% | +17.6% |
| 6M | +38.4% | -2.3% | +40.7% | +38.4% |
| YTD | +27.6% | +4.6% | +23.0% | +26.5% |
| 1Y | +48.3% | +24.6% | +23.8% | +44.4% |
| All | +134.1% | +107.3% | +26.8% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling