+6.4%
LVS vs KEYS
+87.1%
-80.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.4% | -0.9% |
| 7D | -3.5% | +3.5% | -7.0% | -4.7% |
| 30D | -6.2% | -4.5% | -1.8% | -5.0% |
| 3M | -14.8% | -0.4% | -14.4% | -16.1% |
| 6M | -20.9% | +19.1% | -40.0% | -28.4% |
| YTD | -33.0% | +66.7% | -99.7% | -49.0% |
| 1Y | -20.0% | +96.5% | -116.5% | -44.2% |
| 3Y | -6.9% | +155.2% | -162.1% | -45.2% |
| All | +6.4% | +87.1% | -80.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling