-33.3%
LULU vs KEYS
+45.0%
-78.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.8% | +8.6% | -0.7% |
| 7D | +1.8% | -21.0% | +22.8% | +0.6% |
| 30D | +19.4% | -32.8% | +52.2% | +17.8% |
| 3M | -9.5% | -22.4% | +12.9% | -10.7% |
| 6M | -14.2% | -26.8% | +12.6% | -15.3% |
| YTD | -46.2% | +28.3% | -74.5% | -52.7% |
| 1Y | -33.3% | +40.2% | -73.5% | -44.2% |
| All | -33.3% | +45.0% | -78.3% | -44.2% |
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