+1,358.0%
LITE vs KWEB
-5.9%
+1,363.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | -7.8% | +18.6% | +14.1% |
| 30D | -33.4% | -6.4% | -27.0% | -32.1% |
| 3M | -32.2% | -14.6% | -17.6% | -28.3% |
| 6M | -42.1% | -25.0% | -17.1% | -35.3% |
| YTD | +61.9% | -32.7% | +94.5% | +87.4% |
| 1Y | +163.0% | -37.3% | +200.3% | +214.6% |
| 3Y | +1,358.0% | -5.9% | +1,363.9% | +1,305.2% |
| All | +1,358.0% | -5.9% | +1,363.9% | +1,305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 3y: compounded portfolio wealth divided by compounded KWEB 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…
3y analysis · Full analysis span regression · 6 months rolling