+1,499.9%
LITE vs KIM
+64.2%
+1,435.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -13.9% | +2.8% | -16.7% | -14.6% |
| 30D | -46.9% | +15.9% | -62.8% | -49.6% |
| 3M | -28.0% | +7.8% | -35.8% | -30.1% |
| 6M | -35.2% | +11.9% | -47.1% | -38.3% |
| YTD | +58.9% | +31.0% | +27.8% | +43.4% |
| 1Y | +125.3% | +32.3% | +93.0% | +102.7% |
| 3Y | +1,344.4% | +65.5% | +1,279.0% | +1,115.6% |
| 5Y | +541.2% | +37.2% | +503.9% | +466.9% |
| All | +1,499.9% | +64.2% | +1,435.7% | +1,169.6% |
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