+901.5%
LITE vs KMI
+152.8%
+748.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | +6.7% | +0.9% | +5.8% | +5.8% |
| 3M | -6.8% | 0.0% | -6.7% | -7.5% |
| 6M | +29.4% | -5.7% | +35.1% | +33.1% |
| YTD | +139.1% | +17.5% | +121.6% | +112.3% |
| 1Y | +521.0% | +22.3% | +498.7% | +435.3% |
| 3Y | +1,535.3% | +111.9% | +1,423.4% | +1,016.3% |
| All | +901.5% | +152.8% | +748.8% | +535.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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