+2,331.0%
LITE vs KMB
+17.3%
+2,313.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.1% |
| 7D | -1.5% | -3.0% | +1.5% | -1.4% |
| 30D | +6.7% | -5.5% | +12.1% | +7.0% |
| 3M | -6.8% | +14.0% | -20.7% | -8.6% |
| 6M | +29.4% | +4.1% | +25.4% | +28.2% |
| YTD | +139.1% | +8.0% | +131.0% | +135.5% |
| 1Y | +521.0% | -13.7% | +534.7% | +529.9% |
| 3Y | +1,535.3% | -5.9% | +1,541.2% | +1,490.5% |
| 5Y | +889.8% | -8.6% | +898.5% | +859.5% |
| All | +2,331.0% | +17.3% | +2,313.8% | +2,252.7% |
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