-45.3%
KEEL vs LTH
+84.0%
-129.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.3% | -10.4% | -6.5% |
| 7D | -13.6% | +9.9% | -23.4% | -16.7% |
| 30D | -39.1% | +18.3% | -57.4% | -43.3% |
| 3M | -48.9% | +5.9% | -54.9% | -50.1% |
| 6M | -35.4% | +80.3% | -115.7% | -58.3% |
| YTD | -10.6% | +78.3% | -88.9% | -41.7% |
| 1Y | -45.3% | +81.0% | -126.3% | -64.5% |
| All | -45.3% | +84.0% | -129.4% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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