-4.2%
LVS vs KEYS
+1,113.8%
-1,117.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.4% | -1.0% |
| 7D | -3.5% | +3.5% | -7.0% | -4.8% |
| 30D | -6.2% | -4.5% | -1.8% | -4.9% |
| 3M | -14.8% | -0.4% | -14.4% | -16.3% |
| 6M | -20.9% | +19.1% | -40.0% | -28.7% |
| YTD | -33.0% | +66.7% | -99.7% | -49.1% |
| 1Y | -20.0% | +96.5% | -116.5% | -44.0% |
| 3Y | -6.9% | +155.2% | -162.1% | -43.8% |
| 5Y | +9.1% | +88.0% | -78.9% | -26.2% |
| 10Y | -1.1% | +1,046.8% | -1,047.9% | -69.7% |
| All | -4.2% | +1,113.8% | -1,117.9% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling