+7,205.3%
LIN vs KNX
+5,284.4%
+1,920.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -1.7% |
| 7D | -2.1% | +7.4% | -9.5% | -3.6% |
| 30D | -2.4% | +2.0% | -4.4% | -3.0% |
| 3M | -5.6% | -7.9% | +2.3% | -4.3% |
| 6M | -3.4% | +14.4% | -17.8% | -7.1% |
| YTD | +13.1% | +38.9% | -25.8% | +4.1% |
| 1Y | +2.5% | +65.9% | -63.4% | -9.7% |
| 3Y | +27.6% | +35.8% | -8.2% | +14.9% |
| 5Y | +63.0% | +43.3% | +19.7% | +43.5% |
| 10Y | +359.3% | +179.6% | +179.7% | +237.2% |
| All | +7,205.3% | +5,284.4% | +1,920.9% | +3,434.0% |
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 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