+52.3%
LVS vs KEY
+37.8%
+14.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.5% | +2.2% | -3.7% | -2.5% |
| 30D | -3.2% | -3.0% | -0.2% | -2.0% |
| 3M | -12.0% | +3.3% | -15.3% | -13.6% |
| 6M | -19.9% | +9.2% | -29.1% | -23.5% |
| YTD | -30.6% | +10.6% | -41.3% | -34.4% |
| 1Y | -17.7% | +20.4% | -38.1% | -25.4% |
| 3Y | -14.2% | +121.8% | -136.1% | -44.0% |
| 5Y | +9.6% | +41.1% | -31.5% | -18.5% |
| 10Y | +5.7% | +168.5% | -162.9% | -48.0% |
| All | +52.3% | +37.8% | +14.4% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling