+62.5%
LUNR vs KEY
+16.3%
+46.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.6% | +6.5% |
| 7D | +6.5% | +2.7% | +3.8% | +5.4% |
| 30D | -4.4% | -3.2% | -1.2% | -3.2% |
| 3M | -47.3% | +1.0% | -48.2% | -47.6% |
| 6M | -11.1% | +11.9% | -22.9% | -14.7% |
| YTD | -3.4% | +8.7% | -12.1% | -6.5% |
| 1Y | +85.8% | +18.5% | +67.3% | +75.0% |
| 3Y | +264.7% | +124.0% | +140.7% | +220.6% |
| All | +62.5% | +16.3% | +46.2% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling