+3,068.2%
LITE vs KR
+116.5%
+2,951.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +5.5% |
| 7D | -35.9% | +1.4% | -37.3% | -35.9% |
| 30D | -51.5% | +14.3% | -65.8% | -51.3% |
| 3M | -35.7% | +18.9% | -54.7% | -35.3% |
| 6M | -43.0% | +3.8% | -46.8% | -42.5% |
| YTD | +46.1% | +10.2% | +35.9% | +46.5% |
| 1Y | +124.7% | +9.2% | +115.6% | +125.2% |
| 3Y | +1,172.1% | +60.3% | +1,111.8% | +1,104.6% |
| 5Y | +477.0% | +78.3% | +398.7% | +432.1% |
| 10Y | +1,465.7% | +169.9% | +1,295.8% | +1,238.8% |
| All | +3,068.2% | +116.5% | +2,951.7% | +2,937.0% |
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