+521.0%
LITE vs KEYS
+98.0%
+423.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +2.5% |
| 7D | -1.5% | +2.3% | -3.8% | -3.8% |
| 30D | +6.7% | -2.6% | +9.3% | +10.9% |
| 3M | -6.8% | -4.6% | -2.1% | +0.1% |
| 6M | +29.4% | +8.7% | +20.7% | +25.6% |
| YTD | +139.1% | +61.0% | +78.1% | +67.8% |
| 1Y | +521.0% | +96.0% | +425.0% | +269.0% |
| All | +521.0% | +98.0% | +423.0% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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