+521.0%
LITE vs KNX
+67.7%
+453.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.1% |
| 7D | -1.5% | +7.1% | -8.6% | -3.2% |
| 30D | +6.7% | +1.7% | +5.0% | +6.3% |
| 3M | -6.8% | -8.1% | +1.4% | -5.5% |
| 6M | +29.4% | +14.0% | +15.4% | +24.7% |
| YTD | +139.1% | +38.5% | +100.6% | +131.1% |
| 1Y | +521.0% | +65.4% | +455.6% | +487.5% |
| All | +521.0% | +67.7% | +453.3% | +487.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling