+47.1%
KNX vs LII
-26.1%
+73.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.0% |
| 7D | +9.2% | +2.9% | +6.3% | +8.3% |
| 30D | +0.9% | +0.9% | 0.0% | +0.5% |
| 3M | -12.7% | -15.5% | +2.8% | -8.6% |
| 6M | +7.3% | -30.2% | +37.5% | +15.7% |
| YTD | +23.1% | -26.8% | +49.9% | +29.9% |
| 1Y | +47.1% | -25.3% | +72.3% | +52.8% |
| All | +47.1% | -26.1% | +73.1% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling