+1,870.5%
LITE vs KNX
+39.7%
+1,830.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +11.8% |
| 7D | +12.6% | +6.4% | +6.2% | +9.2% |
| 30D | +9.9% | +1.4% | +8.5% | +9.4% |
| 3M | +9.3% | -12.0% | +21.3% | +15.6% |
| 6M | +75.2% | +25.2% | +50.1% | +55.2% |
| YTD | +165.5% | +36.6% | +128.9% | +123.8% |
| 1Y | +555.0% | +67.6% | +487.4% | +385.1% |
| 3Y | +1,870.5% | +40.8% | +1,829.7% | +1,484.5% |
| All | +1,870.5% | +39.7% | +1,830.7% | +1,484.5% |
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 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