-43.0%
LITE vs KR
+2.8%
-45.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +2.7% |
| 7D | -35.9% | +1.4% | -37.3% | -34.1% |
| 30D | -51.5% | +14.3% | -65.8% | -43.1% |
| 3M | -35.7% | +18.9% | -54.7% | -20.8% |
| 6M | -43.0% | +3.8% | -46.8% | -31.1% |
| All | -43.0% | +2.8% | -45.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 6mo: compounded portfolio wealth divided by compounded KR 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…
6mo analysis · Full analysis span regression · 6 months rolling