+20.6%
KEY vs LTH
+180.7%
-160.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | 0.0% |
| 7D | +2.9% | -1.3% | +4.2% | +3.3% |
| 30D | +8.4% | +15.7% | -7.2% | +3.9% |
| 3M | -5.8% | +5.0% | -10.7% | -7.3% |
| 6M | +5.4% | +37.7% | -32.2% | -4.2% |
| YTD | +7.1% | +75.0% | -68.0% | -10.1% |
| 1Y | +26.8% | +82.6% | -55.8% | +5.1% |
| 3Y | +128.7% | +241.3% | -112.6% | +54.1% |
| 5Y | +13.6% | +135.4% | -121.8% | -23.0% |
| All | +20.6% | +180.7% | -160.1% | -17.1% |
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