+1,014.7%
LITE vs KEYS
+82.0%
+932.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.7% |
| 7D | +13.6% | +2.9% | +10.7% | +10.8% |
| 30D | +21.6% | -1.3% | +22.9% | +24.2% |
| 3M | +20.3% | -0.1% | +20.5% | +23.8% |
| 6M | +54.4% | +17.4% | +37.0% | +41.1% |
| YTD | +168.3% | +62.9% | +105.4% | +84.0% |
| 1Y | +551.8% | +95.7% | +456.1% | +285.2% |
| 3Y | +1,891.5% | +150.2% | +1,741.3% | +900.5% |
| 5Y | +1,014.7% | +83.1% | +931.6% | +531.9% |
| All | +1,014.7% | +82.0% | +932.8% | +531.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling