+1,103.8%
LITE vs KDP
+29.6%
+1,074.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.3% | -18.9% | -18.6% |
| 7D | -44.6% | +4.5% | -49.1% | -43.7% |
| 30D | -55.0% | +18.5% | -73.5% | -53.2% |
| 3M | -38.3% | +20.8% | -59.1% | -35.6% |
| 6M | -48.8% | +29.4% | -78.2% | -46.3% |
| YTD | +38.3% | +35.9% | +2.4% | +45.5% |
| 1Y | +119.0% | +42.5% | +76.5% | +130.6% |
| All | +1,103.8% | +29.6% | +1,074.2% | +1,031.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling