+2,311.1%
KNX vs LII
+2,817.4%
-506.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 6M | +7.3% | -30.2% | +37.5% | +18.4% |
| YTD | +23.1% | -26.8% | +49.9% | +33.2% |
| 1Y | +47.1% | -25.3% | +72.3% | +58.1% |
| 3Y | +33.3% | -7.8% | +41.0% | +32.1% |
| 5Y | +12.1% | +17.0% | -4.9% | +1.6% |
| 10Y | +106.9% | +169.9% | -63.0% | +42.8% |
| All | +2,311.1% | +2,817.4% | -506.4% | +714.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling