-29.0%
KEEL vs LTH
+150.5%
-179.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.8% |
| 7D | +2.9% | -4.0% | +6.9% | +5.3% |
| 30D | +0.8% | -5.3% | +6.1% | +3.7% |
| 3M | -35.3% | +19.0% | -54.3% | -43.2% |
| 6M | +59.4% | +55.8% | +3.6% | +18.5% |
| YTD | +51.9% | +56.1% | -4.2% | +12.9% |
| 1Y | +75.0% | +41.3% | +33.7% | +36.7% |
| 3Y | +224.5% | +156.6% | +67.9% | +63.0% |
| All | -29.0% | +150.5% | -179.5% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling