+1,402.3%
LITE vs KMB
+36.7%
+1,365.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.7% |
| 7D | -35.9% | +0.5% | -36.4% | -35.9% |
| 30D | -51.5% | +12.4% | -63.9% | -51.7% |
| 3M | -35.7% | +1.0% | -36.7% | -35.7% |
| 6M | -43.0% | +12.1% | -55.1% | -43.8% |
| YTD | +46.1% | +11.6% | +34.5% | +44.0% |
| 1Y | +124.7% | +13.1% | +111.6% | +120.9% |
| 3Y | +1,172.1% | +1.6% | +1,170.5% | +1,122.9% |
| 5Y | +477.0% | -0.3% | +477.3% | +450.4% |
| All | +1,402.3% | +36.7% | +1,365.6% | +1,206.1% |
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