+102.8%
KEYS vs LTH
+152.0%
-49.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +2.9% | -4.0% | +6.9% | +3.9% |
| 30D | -1.3% | -1.7% | +0.4% | -1.0% |
| 3M | -0.1% | +28.0% | -28.1% | -6.1% |
| 6M | +17.4% | +54.1% | -36.7% | +5.2% |
| YTD | +62.9% | +57.1% | +5.8% | +44.8% |
| 1Y | +95.7% | +45.8% | +50.0% | +76.7% |
| 3Y | +150.2% | +157.6% | -7.4% | +93.2% |
| All | +102.8% | +152.0% | -49.2% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling