+1,009.8%
LITE vs KNX
+41.9%
+967.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +11.8% |
| 7D | +12.6% | +6.4% | +6.2% | +9.3% |
| 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% | +55.9% |
| YTD | +165.5% | +36.6% | +128.9% | +125.4% |
| 1Y | +555.0% | +67.6% | +487.4% | +394.7% |
| 3Y | +1,870.5% | +40.8% | +1,829.7% | +1,490.0% |
| 5Y | +1,009.8% | +43.3% | +966.5% | +781.0% |
| All | +1,009.8% | +41.9% | +967.9% | +781.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling