+5,353.1%
LITE vs KEYS
+1,002.0%
+4,351.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -4.1% |
| 7D | +5.2% | +3.5% | +1.7% | +2.4% |
| 30D | -0.6% | -4.5% | +3.9% | +3.6% |
| 3M | +4.2% | -0.4% | +4.6% | +7.3% |
| 6M | +38.0% | +19.1% | +18.8% | +25.9% |
| YTD | +151.5% | +66.7% | +84.8% | +76.6% |
| 1Y | +462.2% | +96.5% | +365.8% | +251.2% |
| 3Y | +1,810.6% | +155.2% | +1,655.5% | +918.4% |
| 5Y | +980.2% | +88.0% | +892.2% | +580.8% |
| 10Y | +2,444.7% | +1,046.8% | +1,397.9% | +520.6% |
| All | +5,353.1% | +1,002.0% | +4,351.1% | +1,210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling