+1,483.7%
LITE vs KNX
+30.3%
+1,453.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.5% |
| 7D | +3.4% | 0.0% | +3.4% | +3.8% |
| 30D | -34.9% | -3.3% | -31.6% | -33.8% |
| 3M | -21.0% | -8.7% | -12.3% | -17.9% |
| 6M | -38.5% | +1.3% | -39.8% | -39.5% |
| YTD | +75.8% | +20.4% | +55.4% | +55.9% |
| 1Y | +156.7% | +42.4% | +114.2% | +106.4% |
| All | +1,483.7% | +30.3% | +1,453.4% | +1,136.3% |
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 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