+5.3%
LVS vs KEY
+11.7%
-6.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +11.1% | -1.3% | +12.4% | +11.5% |
| 30D | +14.7% | +5.1% | +9.5% | +13.0% |
| 3M | -10.9% | -7.1% | -3.8% | -9.1% |
| 6M | -22.3% | -4.4% | -18.0% | -21.7% |
| YTD | -35.8% | +4.0% | -39.8% | -36.9% |
| 1Y | -33.5% | +23.4% | -56.9% | -37.9% |
| 3Y | -11.7% | +113.9% | -125.6% | -30.7% |
| All | +5.3% | +11.7% | -6.4% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling