+390.7%
LLY vs KEYS
+79.0%
+311.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -3.2% | +0.9% | -4.1% | -3.3% |
| 30D | -7.4% | -5.3% | -2.2% | -7.0% |
| 3M | -1.0% | +0.5% | -1.5% | -2.0% |
| 6M | +12.5% | +14.0% | -1.5% | +9.0% |
| YTD | +5.0% | +60.3% | -55.3% | -4.8% |
| 1Y | +49.8% | +91.3% | -41.6% | +30.8% |
| 3Y | +95.5% | +146.1% | -50.7% | +59.7% |
| 5Y | +390.7% | +80.8% | +309.9% | +324.4% |
| All | +390.7% | +79.0% | +311.7% | +324.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling