+2,331.0%
LITE vs KDP
+172.2%
+2,158.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | +6.7% | +6.0% | +0.7% | +4.8% |
| 3M | -6.8% | +9.2% | -15.9% | -9.9% |
| 6M | +29.4% | +14.7% | +14.8% | +22.9% |
| YTD | +139.1% | +19.2% | +119.9% | +123.8% |
| 1Y | +521.0% | +15.2% | +505.8% | +485.1% |
| 3Y | +1,535.3% | +6.0% | +1,529.3% | +1,443.0% |
| 5Y | +889.8% | +5.4% | +884.4% | +826.1% |
| All | +2,331.0% | +172.2% | +2,158.8% | +1,686.2% |
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