+35.2%
LYFT vs KEYS
+154.3%
-119.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | 0.0% |
| 7D | -8.4% | +3.5% | -11.9% | -10.0% |
| 30D | -7.6% | -4.5% | -3.1% | -5.8% |
| 3M | +11.7% | -0.4% | +12.2% | +9.4% |
| 6M | +15.1% | +19.1% | -4.0% | -1.5% |
| YTD | -20.9% | +66.7% | -87.6% | -48.8% |
| 1Y | -16.4% | +96.5% | -112.8% | -53.4% |
| 3Y | +35.2% | +155.2% | -119.9% | -49.3% |
| All | +35.2% | +154.3% | -119.1% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling