+1,018.0%
KEYS vs LEN
+108.0%
+910.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.4% |
| 7D | +3.5% | -4.8% | +8.3% | +4.9% |
| 30D | -4.5% | -6.6% | +2.1% | -2.8% |
| 3M | -0.4% | -15.7% | +15.3% | +3.8% |
| 6M | +19.1% | -16.6% | +35.8% | +24.3% |
| YTD | +66.7% | -21.3% | +88.0% | +76.1% |
| 1Y | +96.5% | -42.0% | +138.5% | +126.0% |
| 3Y | +155.2% | -27.9% | +183.1% | +170.7% |
| 5Y | +88.0% | -10.7% | +98.7% | +83.6% |
| All | +1,018.0% | +108.0% | +910.0% | +734.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling