+96.0%
KEYS vs LTH
+54.1%
+41.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +2.3% | -0.6% | +2.9% | +2.3% |
| 30D | -2.6% | -4.6% | +2.0% | -2.2% |
| 3M | -4.6% | +32.8% | -37.4% | -9.3% |
| 6M | +8.7% | +64.6% | -55.9% | -0.1% |
| YTD | +61.0% | +62.6% | -1.6% | +46.4% |
| 1Y | +96.0% | +49.9% | +46.0% | +83.3% |
| All | +96.0% | +54.1% | +41.9% | +83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling