+5,083.9%
LITE vs KNX
+207.1%
+4,876.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +2.5% |
| 7D | -1.5% | +7.4% | -8.9% | -4.3% |
| 30D | +6.7% | +2.0% | +4.7% | +6.1% |
| 3M | -6.8% | -7.9% | +1.1% | -3.6% |
| 6M | +29.4% | +14.4% | +15.1% | +22.0% |
| YTD | +139.1% | +38.9% | +100.2% | +107.2% |
| 1Y | +521.0% | +65.9% | +455.1% | +395.1% |
| 3Y | +1,535.3% | +35.8% | +1,499.4% | +1,294.3% |
| 5Y | +889.8% | +43.3% | +846.5% | +713.7% |
| 10Y | +2,400.7% | +179.6% | +2,221.1% | +1,531.4% |
| All | +5,083.9% | +207.1% | +4,876.8% | +3,205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling