+71.4%
KR vs LTH
+241.8%
-170.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +1.4% |
| 7D | +4.6% | -1.3% | +5.9% | +4.6% |
| 30D | +12.2% | +15.7% | -3.4% | +12.0% |
| 3M | +24.6% | +5.0% | +19.6% | +24.4% |
| 6M | +8.2% | +37.7% | -29.5% | +8.1% |
| YTD | +15.3% | +75.0% | -59.7% | +14.6% |
| 1Y | +9.8% | +82.6% | -72.9% | +9.0% |
| 3Y | +71.4% | +241.3% | -170.0% | +57.3% |
| All | +71.4% | +241.8% | -170.5% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling