+96.0%
KEYS vs LEN
-37.1%
+133.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | +2.3% | -3.2% | +5.4% | +2.9% |
| 30D | -2.6% | -4.9% | +2.3% | -1.8% |
| 3M | -4.6% | -8.5% | +3.9% | -3.1% |
| 6M | +8.7% | -20.7% | +29.4% | +13.5% |
| YTD | +61.0% | -17.4% | +78.4% | +66.1% |
| 1Y | +96.0% | -38.2% | +134.2% | +112.4% |
| All | +96.0% | -37.1% | +133.1% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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