-35.3%
KEEL vs LH
+27.0%
-62.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +2.7% |
| 7D | +2.9% | -4.7% | +7.6% | +6.5% |
| 30D | +0.8% | -3.5% | +4.3% | +3.5% |
| 3M | -35.3% | +17.7% | -53.0% | -43.0% |
| 6M | +59.4% | +15.8% | +43.6% | +41.3% |
| YTD | +51.9% | +25.1% | +26.8% | +25.0% |
| 1Y | +75.0% | +12.5% | +62.5% | +55.8% |
| 3Y | +224.5% | +59.8% | +164.8% | +105.3% |
| All | -35.3% | +27.0% | -62.3% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling