+901.5%
LITE vs KIM
+34.4%
+867.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -1.5% | +0.4% | -2.0% | -1.8% |
| 30D | +6.7% | -4.0% | +10.6% | +9.0% |
| 3M | -6.8% | +0.5% | -7.3% | -8.4% |
| 6M | +29.4% | +3.6% | +25.8% | +24.6% |
| YTD | +139.1% | +20.4% | +118.7% | +109.1% |
| 1Y | +521.0% | +9.7% | +511.3% | +474.4% |
| 3Y | +1,535.3% | +46.0% | +1,489.3% | +1,161.4% |
| All | +901.5% | +34.4% | +867.1% | +702.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling