-4.5%
LUNR vs KEYS
+55.9%
-60.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.3% | +1.1% | -0.1% |
| 7D | -14.3% | -14.8% | +0.5% | -2.2% |
| 30D | -30.5% | -25.6% | -4.9% | -11.6% |
| 3M | -28.9% | -16.2% | -12.6% | -17.6% |
| 6M | -60.8% | -18.6% | -42.2% | -54.3% |
| YTD | -38.8% | +40.7% | -79.5% | -58.3% |
| 1Y | -4.5% | +59.6% | -64.1% | -42.8% |
| All | -4.5% | +55.9% | -60.4% | -42.8% |
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