+1,568.0%
LITE vs KIM
+63.0%
+1,504.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | +22.6% | -0.7% | +23.2% | +22.8% |
| 30D | -36.8% | +13.4% | -50.2% | -39.5% |
| 3M | -33.0% | +6.5% | -39.6% | -34.7% |
| 6M | -37.1% | +10.6% | -47.6% | -39.9% |
| YTD | +69.5% | +29.9% | +39.5% | +53.3% |
| 1Y | +146.1% | +29.6% | +116.6% | +123.0% |
| 3Y | +1,440.8% | +64.1% | +1,376.8% | +1,200.3% |
| 5Y | +580.4% | +35.3% | +545.2% | +504.1% |
| All | +1,568.0% | +63.0% | +1,504.9% | +1,255.5% |
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