+65.9%
KNX vs LUMN
+42.5%
+23.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.0% | +5.8% | +4.0% |
| 7D | +7.4% | +12.1% | -4.7% | +6.2% |
| 30D | +2.0% | +11.3% | -9.4% | +0.8% |
| 3M | -7.9% | -31.6% | +23.7% | -5.3% |
| 6M | +14.4% | -2.7% | +17.1% | +15.0% |
| YTD | +38.9% | -12.9% | +51.8% | +39.8% |
| 1Y | +65.9% | +36.2% | +29.7% | +70.1% |
| All | +65.9% | +42.5% | +23.4% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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