+25.8%
LIN vs KNX
+39.7%
-13.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.8% |
| 7D | -3.5% | +6.4% | -9.8% | -4.1% |
| 30D | -4.1% | +1.4% | -5.5% | -4.3% |
| 3M | -6.4% | -12.0% | +5.7% | -5.2% |
| 6M | -2.4% | +25.2% | -27.6% | -5.4% |
| YTD | +10.9% | +36.6% | -25.7% | +6.2% |
| 1Y | 0.0% | +67.6% | -67.6% | -7.1% |
| 3Y | +25.8% | +40.8% | -15.0% | +19.8% |
| All | +25.8% | +39.7% | -13.9% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling