+17,561.1%
LLY vs KEY
+1,050.5%
+16,510.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | +2.2% | -4.4% | -2.5% |
| 30D | -1.6% | -3.0% | +1.4% | -1.2% |
| 3M | +2.3% | +3.3% | -1.0% | +1.6% |
| 6M | +14.9% | +9.2% | +5.7% | +13.0% |
| YTD | +7.5% | +10.6% | -3.2% | +5.3% |
| 1Y | +55.7% | +20.4% | +35.3% | +50.1% |
| 3Y | +110.6% | +121.8% | -11.2% | +79.8% |
| 5Y | +363.4% | +41.1% | +322.3% | +311.2% |
| 10Y | +1,649.0% | +168.5% | +1,480.4% | +1,185.3% |
| All | +17,561.1% | +1,050.5% | +16,510.6% | +7,098.8% |
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 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