+23.4%
KEY vs LTH
+84.4%
-61.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -1.3% | +4.5% | -5.8% | -2.2% |
| 30D | +5.1% | +16.3% | -11.2% | +2.0% |
| 3M | -7.1% | +8.4% | -15.5% | -8.7% |
| 6M | -4.4% | +40.3% | -44.7% | -10.7% |
| YTD | +4.0% | +77.3% | -73.3% | -7.7% |
| 1Y | +23.4% | +88.0% | -64.5% | +6.8% |
| All | +23.4% | +84.4% | -61.0% | +6.8% |
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