+34.5%
LYV vs KEYS
+45.0%
-10.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.8% | +7.8% | -0.6% |
| 7D | +1.9% | -21.0% | +22.9% | +3.2% |
| 30D | +5.5% | -32.8% | +38.3% | +8.1% |
| 3M | -1.2% | -22.4% | +21.2% | 0.0% |
| 6M | +15.3% | -26.8% | +42.0% | +17.4% |
| YTD | +27.2% | +28.3% | -1.1% | +17.7% |
| 1Y | +34.5% | +40.2% | -5.8% | +20.5% |
| All | +34.5% | +45.0% | -10.6% | +20.5% |
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