-36.8%
LVS vs KEY
+25.9%
-62.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | -0.8% | +2.9% | -3.8% | -1.5% |
| 30D | +10.0% | +8.4% | +1.6% | +8.0% |
| 3M | -11.0% | -5.8% | -5.3% | -10.1% |
| 6M | -20.1% | +5.4% | -25.6% | -22.2% |
| YTD | -36.3% | +7.1% | -43.4% | -38.1% |
| 1Y | -36.8% | +26.8% | -63.6% | -40.6% |
| All | -36.8% | +25.9% | -62.8% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling