+901.5%
LITE vs KMB
-8.4%
+909.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +3.7% |
| 7D | -1.5% | -3.0% | +1.5% | -2.1% |
| 30D | +6.7% | -5.5% | +12.1% | +5.6% |
| 3M | -6.8% | +14.0% | -20.7% | -5.1% |
| 6M | +29.4% | +4.1% | +25.4% | +30.7% |
| YTD | +139.1% | +8.0% | +131.0% | +142.1% |
| 1Y | +521.0% | -13.7% | +534.7% | +519.6% |
| 3Y | +1,535.3% | -5.9% | +1,541.2% | +1,478.6% |
| All | +901.5% | -8.4% | +909.9% | +830.8% |
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