+2,620.6%
KNX vs LII
+3,124.4%
-503.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.4% |
| 7D | +7.4% | -0.7% | +8.1% | +7.6% |
| 30D | +2.0% | -12.6% | +14.6% | +6.4% |
| 3M | -7.9% | -24.4% | +16.6% | -0.7% |
| 6M | +14.4% | -28.7% | +43.1% | +25.3% |
| YTD | +38.9% | -19.1% | +58.1% | +45.9% |
| 1Y | +65.9% | -29.7% | +95.6% | +81.7% |
| 3Y | +35.8% | +4.8% | +31.1% | +29.2% |
| 5Y | +43.3% | +24.6% | +18.8% | +27.4% |
| 10Y | +179.6% | +169.2% | +10.4% | +92.8% |
| All | +2,620.6% | +3,124.4% | -503.8% | +791.9% |
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