+7,947.1%
LIN vs KNX
+4,671.9%
+3,275.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | 0.0% |
| 7D | +2.1% | +9.2% | -7.1% | +0.2% |
| 30D | +6.8% | +0.9% | +5.8% | +6.4% |
| 3M | +10.4% | -12.7% | +23.1% | +13.1% |
| 6M | +3.2% | +7.3% | -4.2% | +0.6% |
| YTD | +24.6% | +23.1% | +1.5% | +17.3% |
| 1Y | +24.4% | +47.1% | -22.7% | +12.7% |
| 3Y | +36.7% | +33.3% | +3.5% | +23.6% |
| 5Y | +67.0% | +12.1% | +54.9% | +54.6% |
| 10Y | +426.7% | +106.9% | +319.8% | +310.9% |
| All | +7,947.1% | +4,671.9% | +3,275.2% | +3,882.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling