-25.8%
KEEL vs LTH
+156.3%
-182.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.8% | +9.3% | +8.5% |
| 7D | +21.5% | +1.5% | +20.0% | +20.2% |
| 30D | -3.9% | -3.1% | -0.8% | -2.4% |
| 3M | -34.1% | +28.1% | -62.2% | -44.6% |
| 6M | +82.8% | +67.4% | +15.4% | +30.1% |
| YTD | +58.7% | +59.8% | -1.1% | +16.4% |
| 1Y | +191.4% | +45.6% | +145.8% | +123.5% |
| 3Y | +205.7% | +162.0% | +43.7% | +51.7% |
| All | -25.8% | +156.3% | -182.2% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling