+2,405.2%
LITE vs KNX
+170.9%
+2,234.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +10.4% | -0.5% | +10.9% | +10.5% |
| 30D | +14.0% | +1.0% | +13.0% | +13.6% |
| 3M | +9.7% | -12.6% | +22.3% | +16.1% |
| 6M | +39.2% | +21.1% | +18.2% | +26.7% |
| YTD | +153.9% | +33.2% | +120.7% | +120.8% |
| 1Y | +467.5% | +67.8% | +399.7% | +340.7% |
| 3Y | +1,784.2% | +37.3% | +1,746.9% | +1,473.8% |
| 5Y | +990.3% | +41.1% | +949.2% | +782.6% |
| All | +2,405.2% | +170.9% | +2,234.3% | +1,552.0% |
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