+3,406.8%
LITE vs KR
+117.5%
+3,289.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.7% |
| 7D | -12.9% | -0.5% | -12.4% | -12.9% |
| 30D | -46.0% | +10.3% | -56.3% | -45.7% |
| 3M | -33.0% | +20.7% | -53.7% | -32.6% |
| 6M | -34.0% | +4.9% | -38.9% | -33.5% |
| YTD | +61.7% | +10.7% | +51.0% | +62.2% |
| 1Y | +148.3% | +7.2% | +141.1% | +149.1% |
| 3Y | +1,408.5% | +65.7% | +1,342.8% | +1,323.9% |
| 5Y | +546.2% | +80.8% | +465.4% | +495.1% |
| 10Y | +1,533.3% | +159.6% | +1,373.7% | +1,294.3% |
| All | +3,406.8% | +117.5% | +3,289.3% | +3,262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling