+1,402.3%
LITE vs KIM
+64.5%
+1,337.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -35.9% | +4.1% | -40.0% | -36.9% |
| 30D | -51.5% | +16.8% | -68.3% | -54.1% |
| 3M | -35.7% | +5.7% | -41.4% | -37.2% |
| 6M | -43.0% | +9.7% | -52.6% | -45.4% |
| YTD | +46.1% | +30.2% | +15.9% | +32.1% |
| 1Y | +124.7% | +32.1% | +92.6% | +102.1% |
| 3Y | +1,172.1% | +58.6% | +1,113.5% | +984.5% |
| 5Y | +477.0% | +31.2% | +445.9% | +415.7% |
| All | +1,402.3% | +64.5% | +1,337.8% | +1,085.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling