+232.7%
LITE vs KEYS
+55.9%
+176.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.3% | -1.5% | -0.6% |
| 7D | -31.4% | -14.8% | -16.6% | -17.1% |
| 30D | -42.6% | -25.6% | -17.0% | -18.5% |
| 3M | -26.2% | -16.2% | -10.0% | -6.7% |
| 6M | -35.8% | -18.6% | -17.2% | -15.8% |
| YTD | +70.0% | +40.7% | +29.4% | +39.6% |
| 1Y | +232.7% | +59.6% | +173.1% | +144.5% |
| All | +232.7% | +55.9% | +176.8% | +144.5% |
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