+446.1%
LITE vs KMB
+1.5%
+444.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.5% | -20.2% | -18.2% |
| 7D | -44.6% | +0.4% | -45.0% | -44.3% |
| 30D | -55.0% | +14.1% | -69.2% | -53.1% |
| 3M | -38.3% | -0.5% | -37.8% | -37.4% |
| 6M | -48.8% | +16.6% | -65.3% | -46.5% |
| YTD | +38.3% | +13.7% | +24.6% | +43.9% |
| 1Y | +119.0% | +16.1% | +102.9% | +128.5% |
| 3Y | +1,092.0% | +4.7% | +1,087.3% | +1,070.3% |
| 5Y | +446.1% | +1.5% | +444.5% | +417.1% |
| All | +446.1% | +1.5% | +444.6% | +417.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling