+124.7%
LITE vs KMB
+13.8%
+110.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +4.0% |
| 7D | -35.9% | +0.5% | -36.4% | -35.2% |
| 30D | -51.5% | +12.4% | -63.9% | -45.9% |
| 3M | -35.7% | +1.0% | -36.7% | -33.0% |
| 6M | -43.0% | +12.1% | -55.1% | -36.8% |
| YTD | +46.1% | +11.6% | +34.5% | +60.4% |
| 1Y | +124.7% | +13.1% | +111.6% | +150.7% |
| All | +124.7% | +13.8% | +110.9% | +150.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling