+92.5%
LLY vs KNX
+36.7%
+55.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.1% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -7.4% | +1.0% | -8.5% | -7.6% |
| 3M | -1.0% | -12.6% | +11.6% | +0.4% |
| 6M | +12.5% | +21.1% | -8.6% | +9.3% |
| YTD | +5.0% | +33.2% | -28.2% | +0.6% |
| 1Y | +49.8% | +67.8% | -18.0% | +38.5% |
| All | +92.5% | +36.7% | +55.8% | +80.1% |
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