+82.4%
KEYS vs LTH
+180.7%
-98.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -2.6% |
| 7D | +9.4% | -1.3% | +10.7% | +9.6% |
| 30D | -16.8% | +15.7% | -32.4% | -19.6% |
| 3M | -15.9% | +5.0% | -20.9% | -17.1% |
| 6M | -17.6% | +37.7% | -55.3% | -24.0% |
| YTD | +46.5% | +75.0% | -28.5% | +26.7% |
| 1Y | +66.9% | +82.6% | -15.8% | +42.9% |
| 3Y | +141.4% | +241.3% | -99.9% | +75.6% |
| 5Y | +59.5% | +135.4% | -75.9% | +12.5% |
| All | +82.4% | +180.7% | -98.4% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling