+4,711.0%
KNX vs LEN
+4,051.0%
+660.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +2.3% | -3.4% | +5.7% | +3.2% |
| 30D | +0.5% | -5.7% | +6.1% | +1.9% |
| 3M | -14.1% | -12.2% | -1.9% | -11.6% |
| 6M | +19.8% | -18.3% | +38.0% | +25.5% |
| YTD | +32.7% | -20.2% | +52.9% | +39.7% |
| 1Y | +62.3% | -40.1% | +102.4% | +83.2% |
| 3Y | +36.8% | -26.2% | +63.0% | +45.2% |
| 5Y | +41.8% | -9.8% | +51.6% | +41.3% |
| 10Y | +169.7% | +109.1% | +60.5% | +104.4% |
| All | +4,711.0% | +4,051.0% | +660.0% | +1,981.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling