+84.1%
KR vs LTH
+137.1%
-53.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +1.3% |
| 7D | +4.6% | -1.3% | +5.9% | +4.6% |
| 30D | +12.2% | +15.7% | -3.4% | +11.6% |
| 3M | +24.6% | +5.0% | +19.6% | +24.3% |
| 6M | +8.2% | +37.7% | -29.5% | +7.0% |
| YTD | +15.3% | +75.0% | -59.7% | +12.7% |
| 1Y | +9.8% | +82.6% | -72.9% | +7.1% |
| 3Y | +71.4% | +241.3% | -170.0% | +59.5% |
| All | +84.1% | +137.1% | -53.0% | +75.9% |
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