-9.3%
LHX vs KNX
+45.0%
-54.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.7% | -6.4% |
| 7D | -0.3% | +2.5% | -2.8% | -0.5% |
| 30D | +9.7% | -4.4% | +14.1% | +10.0% |
| 3M | -8.5% | -12.7% | +4.2% | -7.6% |
| 6M | -15.1% | +0.9% | -16.0% | -16.7% |
| YTD | -10.4% | +20.3% | -30.8% | -14.8% |
| 1Y | -9.3% | +40.9% | -50.2% | -13.8% |
| All | -9.3% | +45.0% | -54.3% | -13.8% |
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