-19.6%
LYFT vs KEYS
+45.9%
-65.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.4% | -8.6% | -4.3% |
| 7D | +5.8% | -11.4% | +17.2% | +5.9% |
| 30D | +9.6% | -28.7% | +38.2% | +11.0% |
| 3M | +4.8% | -19.2% | +24.1% | +5.1% |
| 6M | +20.1% | -25.8% | +45.9% | +21.8% |
| YTD | -11.8% | +33.9% | -45.7% | -24.5% |
| 1Y | -19.6% | +47.1% | -66.6% | -33.2% |
| All | -19.6% | +45.9% | -65.5% | -33.2% |
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