+2,405.2%
LITE vs KEYS
+1,005.8%
+1,399.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.0% |
| 7D | +10.4% | +0.9% | +9.5% | +9.8% |
| 30D | +14.0% | -5.3% | +19.3% | +20.5% |
| 3M | +9.7% | +0.5% | +9.2% | +12.5% |
| 6M | +39.2% | +14.0% | +25.2% | +30.8% |
| YTD | +153.9% | +60.3% | +93.6% | +78.5% |
| 1Y | +467.5% | +91.3% | +376.2% | +247.4% |
| 3Y | +1,784.2% | +146.1% | +1,638.1% | +871.7% |
| 5Y | +990.3% | +80.8% | +909.5% | +576.0% |
| All | +2,405.2% | +1,005.8% | +1,399.4% | +258.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling