+1,080.2%
KEYS vs LEN
+127.7%
+952.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +3.0% |
| 7D | +4.4% | -2.9% | +7.3% | +5.3% |
| 30D | -2.2% | -8.9% | +6.6% | +0.3% |
| 3M | +0.5% | -10.9% | +11.4% | +3.3% |
| 6M | +22.4% | -19.7% | +42.0% | +29.4% |
| YTD | +64.1% | -20.6% | +84.7% | +73.2% |
| 1Y | +97.0% | -42.4% | +139.4% | +128.3% |
| 3Y | +152.0% | -26.5% | +178.6% | +166.2% |
| 5Y | +83.7% | -10.9% | +94.7% | +79.1% |
| 10Y | +997.9% | +100.6% | +897.2% | +658.0% |
| All | +1,080.2% | +127.7% | +952.6% | +707.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling