+1,403.6%
LITE vs KEEL
+283.4%
+1,120.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.6% |
| 7D | -1.5% | +7.8% | -9.3% | -2.4% |
| 30D | +6.7% | -11.7% | +18.4% | +8.2% |
| 3M | -6.8% | -41.5% | +34.7% | -1.4% |
| 6M | +29.4% | +54.9% | -25.5% | +23.9% |
| YTD | +139.1% | +47.7% | +91.4% | +127.0% |
| 1Y | +521.0% | +177.6% | +343.4% | +447.8% |
| 3Y | +1,535.3% | +164.9% | +1,370.4% | +1,293.1% |
| 5Y | +889.8% | -45.9% | +935.7% | +758.4% |
| All | +1,403.6% | +283.4% | +1,120.2% | +1,037.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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