+649.5%
LITE vs KRMN
+46.4%
+603.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.6% | -0.6% |
| 7D | -13.9% | +11.1% | -25.0% | -17.2% |
| 30D | -46.9% | +34.7% | -81.7% | -51.6% |
| 3M | -28.0% | -29.4% | +1.3% | -21.8% |
| 6M | -35.2% | -27.8% | -7.4% | -31.7% |
| YTD | +58.9% | -40.0% | +98.9% | +64.5% |
| 1Y | +125.3% | -39.3% | +164.6% | +130.5% |
| All | +649.5% | +46.4% | +603.1% | +354.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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