+2,898.2%
LITE vs KDP
+279.7%
+2,618.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.3% | -18.9% | -18.7% |
| 7D | -44.6% | +4.5% | -49.1% | -45.2% |
| 30D | -55.0% | +18.5% | -73.5% | -56.9% |
| 3M | -38.3% | +20.8% | -59.1% | -41.3% |
| 6M | -48.8% | +29.4% | -78.2% | -52.5% |
| YTD | +38.3% | +35.9% | +2.4% | +25.9% |
| 1Y | +119.0% | +42.5% | +76.5% | +96.4% |
| 3Y | +1,092.0% | +29.4% | +1,062.6% | +968.2% |
| 5Y | +446.1% | +15.8% | +430.3% | +404.9% |
| 10Y | +1,381.7% | +236.5% | +1,145.2% | +1,040.0% |
| All | +2,898.2% | +279.7% | +2,618.6% | +2,359.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling