+1,493.1%
LITE vs KDP
+247.6%
+1,245.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -5.0% |
| 7D | +10.8% | -0.8% | +11.6% | +11.0% |
| 30D | -33.4% | +9.7% | -43.2% | -35.2% |
| 3M | -32.2% | +17.6% | -49.9% | -35.4% |
| 6M | -42.1% | +25.8% | -67.9% | -46.3% |
| YTD | +61.9% | +33.9% | +28.0% | +46.7% |
| 1Y | +163.0% | +38.9% | +124.1% | +135.4% |
| 3Y | +1,358.0% | +26.8% | +1,331.2% | +1,199.2% |
| 5Y | +549.9% | +16.3% | +533.6% | +493.3% |
| All | +1,493.1% | +247.6% | +1,245.5% | +1,051.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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