+344.5%
LUNR vs KEY
+127.4%
+217.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.7% | +2.7% |
| 7D | +22.7% | -0.5% | +23.2% | +23.9% |
| 30D | -5.3% | +6.7% | -12.0% | -10.9% |
| 3M | -26.1% | -4.6% | -21.5% | -22.8% |
| 6M | -62.4% | +2.6% | -65.0% | -64.0% |
| YTD | -25.0% | +7.0% | -31.9% | -31.3% |
| 1Y | +29.0% | +23.5% | +5.6% | +2.9% |
| All | +344.5% | +127.4% | +217.1% | +109.1% |
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