+2,898.2%
LITE vs KIM
+79.0%
+2,819.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.0% | -17.7% | -18.4% |
| 7D | -44.6% | +5.0% | -49.5% | -45.5% |
| 30D | -55.0% | +15.8% | -70.8% | -57.2% |
| 3M | -38.3% | +4.3% | -42.6% | -39.4% |
| 6M | -48.8% | +11.4% | -60.1% | -51.1% |
| YTD | +38.3% | +30.8% | +7.5% | +25.0% |
| 1Y | +119.0% | +31.4% | +87.5% | +97.6% |
| 3Y | +1,092.0% | +57.7% | +1,034.3% | +920.0% |
| 5Y | +446.1% | +31.7% | +414.4% | +388.3% |
| 10Y | +1,381.7% | +67.4% | +1,314.3% | +1,061.7% |
| All | +2,898.2% | +79.0% | +2,819.3% | +2,159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling