+55.7%
LLY vs KEYS
+98.0%
-42.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.8% |
| 7D | -2.1% | +2.3% | -4.4% | -2.0% |
| 30D | -1.6% | -2.6% | +1.0% | -1.8% |
| 3M | +2.3% | -4.6% | +6.9% | +2.0% |
| 6M | +14.9% | +8.7% | +6.2% | +13.3% |
| YTD | +7.5% | +61.0% | -53.6% | +2.1% |
| 1Y | +55.7% | +96.0% | -40.3% | +41.6% |
| All | +55.7% | +98.0% | -42.3% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling