+177.6%
KEEL vs LH
+20.0%
+157.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.5% |
| 7D | +7.8% | -2.5% | +10.2% | +7.6% |
| 30D | -11.7% | +4.3% | -16.0% | -11.4% |
| 3M | -41.5% | +25.5% | -67.0% | -39.8% |
| 6M | +54.9% | +17.0% | +37.9% | +60.2% |
| YTD | +47.7% | +31.3% | +16.4% | +51.0% |
| 1Y | +177.6% | +20.0% | +157.6% | +212.0% |
| All | +177.6% | +20.0% | +157.6% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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