+5,083.9%
LITE vs KIM
+64.8%
+5,019.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -1.5% | +0.4% | -2.0% | -1.7% |
| 30D | +6.7% | -4.0% | +10.6% | +8.0% |
| 3M | -6.8% | +0.5% | -7.3% | -7.6% |
| 6M | +29.4% | +3.6% | +25.8% | +27.0% |
| YTD | +139.1% | +20.4% | +118.7% | +122.8% |
| 1Y | +521.0% | +9.7% | +511.3% | +496.4% |
| 3Y | +1,535.3% | +46.0% | +1,489.3% | +1,339.9% |
| 5Y | +889.8% | +34.4% | +855.4% | +790.5% |
| 10Y | +2,400.7% | +29.3% | +2,371.4% | +2,012.9% |
| All | +5,083.9% | +64.8% | +5,019.0% | +3,928.8% |
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