+160.2%
KNX vs LII
+165.8%
-5.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -0.8% |
| 7D | -5.6% | -6.3% | +0.7% | -3.0% |
| 30D | -4.4% | -13.0% | +8.6% | +1.1% |
| 3M | -17.3% | -29.0% | +11.7% | -6.8% |
| 6M | +22.6% | -27.7% | +50.3% | +36.2% |
| YTD | +31.1% | -24.2% | +55.4% | +42.6% |
| 1Y | +60.2% | -34.8% | +95.0% | +85.1% |
| 3Y | +35.8% | -4.2% | +40.0% | +29.5% |
| 5Y | +38.9% | +20.9% | +18.0% | +15.8% |
| All | +160.2% | +165.8% | -5.6% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling