+65.9%
KNX vs LEN
-37.1%
+103.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.2% |
| 7D | +7.4% | -3.2% | +10.6% | +8.6% |
| 30D | +2.0% | -4.9% | +6.9% | +3.7% |
| 3M | -7.9% | -8.5% | +0.6% | -5.2% |
| 6M | +14.4% | -20.7% | +35.0% | +23.5% |
| YTD | +38.9% | -17.4% | +56.3% | +47.7% |
| 1Y | +65.9% | -38.2% | +104.1% | +90.7% |
| All | +65.9% | -37.1% | +103.0% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling