+3,409.5%
LITE vs KEYS
+868.7%
+2,540.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -2.7% |
| 7D | +10.8% | +9.4% | +1.4% | +3.4% |
| 30D | -33.4% | -16.8% | -16.7% | -20.8% |
| 3M | -32.2% | -15.9% | -16.4% | -19.1% |
| 6M | -42.1% | -17.6% | -24.5% | -28.5% |
| YTD | +61.9% | +46.5% | +15.4% | +30.4% |
| 1Y | +163.0% | +66.9% | +96.1% | +92.2% |
| 3Y | +1,358.0% | +141.4% | +1,216.6% | +746.8% |
| 5Y | +549.9% | +59.5% | +490.4% | +382.8% |
| 10Y | +1,530.1% | +761.1% | +769.0% | +373.3% |
| All | +3,409.5% | +868.7% | +2,540.8% | +867.9% |
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 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