+96.5%
KEYS vs LEN
-41.0%
+137.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.6% |
| 7D | +3.5% | -4.8% | +8.3% | +4.4% |
| 30D | -4.5% | -6.6% | +2.1% | -3.4% |
| 3M | -0.4% | -15.7% | +15.3% | +3.1% |
| 6M | +19.1% | -16.6% | +35.8% | +22.9% |
| YTD | +66.7% | -21.3% | +88.0% | +73.4% |
| 1Y | +96.5% | -42.0% | +138.5% | +114.0% |
| All | +96.5% | -41.0% | +137.4% | +114.0% |
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