+490.8%
LITE vs KDP
+14.9%
+475.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.6% |
| 7D | -35.9% | +2.2% | -38.1% | -35.8% |
| 30D | -51.5% | +19.9% | -71.5% | -51.4% |
| 3M | -35.7% | +21.5% | -57.2% | -35.7% |
| 6M | -43.0% | +30.1% | -73.1% | -43.5% |
| YTD | +46.1% | +34.9% | +11.2% | +43.9% |
| 1Y | +124.7% | +43.4% | +81.3% | +119.2% |
| 3Y | +1,172.1% | +29.1% | +1,143.0% | +1,112.5% |
| All | +490.8% | +14.9% | +475.9% | +476.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling