+2.6%
LYV vs KEYS
+19.2%
-16.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -3.9% | -0.2% |
| 7D | -1.9% | +3.5% | -5.4% | -2.2% |
| 30D | -8.2% | -4.5% | -3.7% | -7.8% |
| 3M | -1.3% | -0.4% | -0.9% | -1.6% |
| 6M | +2.6% | +19.1% | -16.5% | -6.6% |
| All | +2.6% | +19.2% | -16.6% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling