+222.0%
LHX vs KNX
+166.7%
+55.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -4.3% | -5.6% | +1.3% | -3.3% |
| 30D | -15.1% | -4.4% | -10.7% | -14.6% |
| 3M | -21.0% | -17.3% | -3.6% | -18.6% |
| 6M | -32.0% | +22.6% | -54.6% | -35.0% |
| YTD | -15.3% | +31.1% | -46.5% | -20.3% |
| 1Y | -11.1% | +60.2% | -71.3% | -19.6% |
| 3Y | +54.0% | +35.8% | +18.3% | +41.0% |
| 5Y | +17.1% | +38.9% | -21.8% | +4.5% |
| All | +222.0% | +166.7% | +55.3% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling