+3,586.8%
LITE vs KMB
+43.4%
+3,543.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.1% | -12.0% | -8.0% |
| 7D | -31.4% | +0.4% | -31.8% | -31.4% |
| 30D | -42.6% | +14.0% | -56.6% | -43.0% |
| 3M | -26.2% | -1.3% | -24.9% | -26.1% |
| 6M | -35.8% | +16.7% | -52.5% | -37.2% |
| YTD | +70.0% | +12.0% | +58.1% | +67.0% |
| 1Y | +232.7% | +13.6% | +219.1% | +225.8% |
| 3Y | +1,365.7% | +3.1% | +1,362.6% | +1,303.0% |
| 5Y | +609.5% | +0.8% | +608.7% | +575.0% |
| 10Y | +1,721.9% | +38.4% | +1,683.6% | +1,522.1% |
| All | +3,586.8% | +43.4% | +3,543.4% | +3,275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling