-31.8%
LVS vs KEYS
+55.9%
-87.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.3% | +12.8% | +6.4% |
| 7D | +13.4% | -14.8% | +28.2% | +13.4% |
| 30D | +12.2% | -25.6% | +37.8% | +12.4% |
| 3M | -10.7% | -16.2% | +5.5% | -10.9% |
| 6M | -19.8% | -18.6% | -1.2% | -19.9% |
| YTD | -35.8% | +40.7% | -76.5% | -41.7% |
| 1Y | -31.8% | +59.6% | -91.4% | -39.7% |
| All | -31.8% | +55.9% | -87.7% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling