+901.5%
LITE vs KWEB
-42.5%
+944.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.4% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | +6.7% | -8.7% | +15.4% | +9.2% |
| 3M | -6.8% | -4.0% | -2.8% | -6.0% |
| 6M | +29.4% | -13.1% | +42.6% | +34.6% |
| YTD | +139.1% | -23.5% | +162.6% | +156.0% |
| 1Y | +521.0% | -27.2% | +548.2% | +576.7% |
| 3Y | +1,535.3% | -2.1% | +1,537.4% | +1,528.2% |
| All | +901.5% | -42.5% | +944.1% | +923.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling