+53.5%
LUNR vs KEY
+18.4%
+35.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.6% |
| 7D | -3.6% | +2.2% | -5.8% | -4.4% |
| 30D | +5.9% | -3.0% | +8.9% | +7.1% |
| 3M | -56.0% | +3.3% | -59.3% | -56.6% |
| 6M | -20.5% | +9.2% | -29.7% | -23.1% |
| YTD | -8.7% | +10.6% | -19.4% | -12.2% |
| 1Y | +75.9% | +20.4% | +55.5% | +64.8% |
| 3Y | +202.9% | +121.8% | +81.0% | +164.3% |
| All | +53.5% | +18.4% | +35.1% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling