-42.1%
LITE vs KEYS
-19.1%
-23.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -1.2% |
| 7D | +10.8% | +9.4% | +1.4% | -2.7% |
| 30D | -33.4% | -16.8% | -16.7% | -11.1% |
| 3M | -32.2% | -15.9% | -16.4% | -9.5% |
| 6M | -42.1% | -17.6% | -24.5% | -23.5% |
| All | -42.1% | -19.1% | -23.0% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling