+13.9%
KEY vs LTH
+145.7%
-131.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.6% |
| 7D | +0.5% | +6.4% | -5.9% | -1.3% |
| 30D | +6.9% | +16.7% | -9.9% | +2.1% |
| 3M | -5.0% | +11.7% | -16.7% | -8.2% |
| 6M | +0.7% | +48.5% | -47.8% | -10.7% |
| YTD | +6.5% | +78.4% | -71.9% | -11.4% |
| 1Y | +22.6% | +89.7% | -67.1% | +0.1% |
| 3Y | +125.3% | +245.6% | -120.3% | +49.6% |
| 5Y | +13.9% | +142.7% | -128.8% | -23.4% |
| All | +13.9% | +145.7% | -131.8% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling