+521.0%
LITE vs KIM
+9.1%
+511.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +3.6% |
| 7D | -1.5% | -0.8% | -0.8% | -1.7% |
| 30D | +6.7% | -5.1% | +11.8% | +5.1% |
| 3M | -6.8% | -0.6% | -6.1% | -8.4% |
| 6M | +29.4% | +2.4% | +27.0% | +25.9% |
| YTD | +139.1% | +19.0% | +120.1% | +127.1% |
| 1Y | +521.0% | +8.4% | +512.6% | +516.7% |
| All | +521.0% | +9.1% | +511.9% | +516.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling