+48.7%
LUNR vs KEYS
+76.4%
-27.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -3.1% |
| 7D | -3.1% | +3.5% | -6.6% | -4.1% |
| 30D | -15.3% | -4.5% | -10.9% | -14.1% |
| 3M | -53.2% | -0.4% | -52.8% | -53.2% |
| 6M | -22.2% | +19.1% | -41.4% | -25.1% |
| YTD | -11.6% | +66.7% | -78.2% | -19.8% |
| 1Y | +68.4% | +96.5% | -28.0% | +50.4% |
| 3Y | +216.8% | +155.2% | +61.6% | +197.2% |
| All | +48.7% | +76.4% | -27.7% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling