+60.7%
KR vs LTH
+150.3%
-89.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +0.9% |
| 7D | -2.7% | -3.7% | +1.1% | -2.6% |
| 30D | +1.9% | -5.3% | +7.3% | +2.1% |
| 3M | -11.0% | +24.2% | -35.2% | -11.6% |
| 6M | -20.2% | +54.8% | -75.0% | -21.4% |
| YTD | -7.3% | +56.1% | -63.3% | -8.7% |
| 1Y | -13.1% | +45.5% | -58.7% | -14.3% |
| 3Y | +29.7% | +155.9% | -126.2% | +23.2% |
| All | +60.7% | +150.3% | -89.6% | +58.0% |
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 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