+23.5%
KEY vs LTH
+90.2%
-66.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +6.7% | +17.7% | -11.0% | +3.3% |
| 3M | -4.6% | +8.5% | -13.1% | -6.2% |
| 6M | +2.6% | +46.9% | -44.4% | -5.1% |
| YTD | +7.0% | +78.8% | -71.8% | -5.4% |
| 1Y | +23.5% | +84.9% | -61.4% | +8.0% |
| All | +23.5% | +90.2% | -66.7% | +8.0% |
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