-4.5%
LHX vs KNX
+67.7%
-72.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.6% | -2.4% |
| 7D | -2.4% | +7.1% | -9.5% | -2.9% |
| 30D | -10.4% | +1.7% | -12.0% | -10.5% |
| 3M | -16.9% | -8.1% | -8.7% | -16.5% |
| 6M | -29.9% | +14.0% | -44.0% | -31.5% |
| YTD | -12.0% | +38.5% | -50.5% | -15.6% |
| 1Y | -4.5% | +65.4% | -70.0% | -9.0% |
| All | -4.5% | +67.7% | -72.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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