+1,549.9%
LLY vs KEYS
+1,049.9%
+500.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.6% | -1.4% |
| 7D | -2.9% | +3.5% | -6.4% | -3.6% |
| 30D | -8.4% | -4.5% | -4.0% | -7.9% |
| 3M | -3.8% | -0.4% | -3.4% | -4.7% |
| 6M | +11.9% | +19.1% | -7.2% | +6.4% |
| YTD | +4.3% | +66.7% | -62.3% | -8.8% |
| 1Y | +48.5% | +96.5% | -48.0% | +24.5% |
| 3Y | +91.2% | +155.2% | -63.9% | +47.6% |
| 5Y | +387.5% | +88.0% | +299.5% | +296.4% |
| All | +1,549.9% | +1,049.9% | +500.0% | +794.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling