+67.8%
KNX vs LII
-32.5%
+100.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | -0.5% | -3.5% | +3.0% | +0.6% |
| 30D | +1.0% | -13.5% | +14.5% | +5.4% |
| 3M | -12.6% | -26.0% | +13.4% | -6.7% |
| 6M | +21.1% | -26.8% | +47.9% | +29.4% |
| YTD | +33.2% | -22.9% | +56.0% | +39.6% |
| 1Y | +67.8% | -32.6% | +100.4% | +85.5% |
| All | +67.8% | -32.5% | +100.3% | +85.5% |
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