-11.7%
KR vs LTH
+54.1%
-65.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.2% |
| 7D | +1.5% | -0.6% | +2.2% | +1.5% |
| 30D | +4.1% | -4.6% | +8.7% | +3.8% |
| 3M | -5.2% | +32.8% | -38.0% | -2.8% |
| 6M | -12.8% | +64.6% | -77.4% | -9.7% |
| YTD | -4.6% | +62.6% | -67.3% | -1.6% |
| 1Y | -11.7% | +49.9% | -61.6% | -12.0% |
| All | -11.7% | +54.1% | -65.8% | -12.0% |
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