+3,068.2%
LITE vs KMI
+50.6%
+3,017.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.4% | +6.0% |
| 7D | -35.9% | -10.8% | -25.2% | -32.7% |
| 30D | -51.5% | -5.0% | -46.5% | -50.4% |
| 3M | -35.7% | -3.4% | -32.4% | -34.7% |
| 6M | -43.0% | -3.4% | -39.6% | -42.1% |
| YTD | +46.1% | +13.1% | +33.0% | +39.2% |
| 1Y | +124.7% | +19.0% | +105.7% | +110.3% |
| 3Y | +1,172.1% | +106.1% | +1,065.9% | +910.6% |
| 5Y | +477.0% | +130.1% | +347.0% | +341.4% |
| 10Y | +1,465.7% | +151.9% | +1,313.7% | +1,023.4% |
| All | +3,068.2% | +50.6% | +3,017.6% | +1,892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling