+364.1%
LIN vs KNX
+166.7%
+197.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -2.4% | -5.6% | +3.2% | -1.1% |
| 30D | -2.4% | -4.4% | +2.0% | -1.6% |
| 3M | -9.3% | -17.3% | +8.1% | -5.7% |
| 6M | -2.6% | +22.6% | -25.2% | -8.1% |
| YTD | +10.4% | +31.1% | -20.7% | +2.0% |
| 1Y | -2.3% | +60.2% | -62.5% | -14.6% |
| 3Y | +24.4% | +35.8% | -11.3% | +10.3% |
| 5Y | +60.7% | +38.9% | +21.8% | +39.2% |
| All | +364.1% | +166.7% | +197.4% | +243.0% |
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 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