+216.8%
LUNR vs KEYS
+154.3%
+62.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -5.3% |
| 7D | -3.1% | +3.5% | -6.6% | -6.1% |
| 30D | -15.3% | -4.5% | -10.9% | -11.9% |
| 3M | -53.2% | -0.4% | -52.8% | -53.7% |
| 6M | -22.2% | +19.1% | -41.4% | -34.1% |
| YTD | -11.6% | +66.7% | -78.2% | -46.9% |
| 1Y | +68.4% | +96.5% | -28.0% | -12.7% |
| 3Y | +216.8% | +155.2% | +61.6% | +17.7% |
| All | +216.8% | +154.3% | +62.4% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling