+1,493.1%
LITE vs KMB
+39.0%
+1,454.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.5% |
| 7D | +10.8% | +0.9% | +9.9% | +10.8% |
| 30D | -33.4% | +10.1% | -43.5% | -33.6% |
| 3M | -32.2% | 0.0% | -32.3% | -32.1% |
| 6M | -42.1% | +15.7% | -57.8% | -43.0% |
| YTD | +61.9% | +12.6% | +49.2% | +59.6% |
| 1Y | +163.0% | +10.1% | +152.9% | +160.0% |
| 3Y | +1,358.0% | +2.1% | +1,355.9% | +1,304.2% |
| 5Y | +549.9% | -0.7% | +550.6% | +523.1% |
| All | +1,493.1% | +39.0% | +1,454.1% | +1,399.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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