+264.7%
LUNR vs KEY
+130.9%
+133.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.6% | +7.5% |
| 7D | +6.5% | +2.7% | +3.8% | +3.7% |
| 30D | -4.4% | -3.2% | -1.2% | -1.5% |
| 3M | -47.3% | +1.0% | -48.2% | -48.3% |
| 6M | -11.1% | +11.9% | -22.9% | -20.8% |
| YTD | -3.4% | +8.7% | -12.1% | -12.3% |
| 1Y | +85.8% | +18.5% | +67.3% | +56.1% |
| 3Y | +264.7% | +124.0% | +140.7% | +87.8% |
| All | +264.7% | +130.9% | +133.7% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling