+390.7%
LLY vs KNX
+41.5%
+349.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 6M | +12.5% | +21.1% | -8.6% | +9.6% |
| YTD | +5.0% | +33.2% | -28.2% | +1.1% |
| 1Y | +49.8% | +67.8% | -18.0% | +39.8% |
| 3Y | +95.5% | +37.3% | +58.2% | +83.5% |
| 5Y | +390.7% | +41.1% | +349.6% | +351.7% |
| All | +390.7% | +41.5% | +349.2% | +351.7% |
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 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