+2,097.5%
LLY vs KEYS
+1,095.1%
+1,002.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.6% |
| 7D | -3.1% | +4.4% | -7.5% | -3.9% |
| 30D | -5.1% | -2.2% | -2.9% | -4.9% |
| 3M | -2.1% | +0.5% | -2.6% | -3.2% |
| 6M | +13.8% | +22.4% | -8.5% | +7.5% |
| YTD | +5.1% | +64.1% | -59.0% | -8.2% |
| 1Y | +53.1% | +97.0% | -43.8% | +27.8% |
| 3Y | +95.6% | +152.0% | -56.4% | +50.8% |
| 5Y | +361.5% | +83.7% | +277.8% | +275.8% |
| 10Y | +1,545.2% | +997.9% | +547.3% | +736.7% |
| All | +2,097.5% | +1,095.1% | +1,002.4% | +1,087.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling