+20,870.5%
LLY vs KEY
+987.2%
+19,883.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.0% | -3.3% |
| 7D | -0.7% | -2.5% | +1.8% | -0.3% |
| 30D | +17.9% | +4.1% | +13.8% | +17.1% |
| 3M | +16.8% | -8.4% | +25.2% | +18.4% |
| 6M | +38.4% | -2.3% | +40.7% | +38.6% |
| YTD | +27.6% | +4.6% | +23.0% | +26.1% |
| 1Y | +48.3% | +24.6% | +23.8% | +42.3% |
| 3Y | +145.4% | +112.8% | +32.6% | +111.3% |
| 5Y | +438.9% | +12.9% | +426.0% | +397.9% |
| 10Y | +2,101.6% | +126.7% | +1,974.9% | +1,568.7% |
| All | +20,870.5% | +987.2% | +19,883.3% | +8,525.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling