+16,557.6%
LLY vs KNX
+5,194.7%
+11,362.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -3.1% | +6.4% | -9.5% | -3.9% |
| 30D | -5.1% | +1.4% | -6.5% | -5.3% |
| 3M | -2.1% | -12.0% | +10.0% | -0.7% |
| 6M | +13.8% | +25.2% | -11.3% | +10.2% |
| YTD | +5.1% | +36.6% | -31.5% | +0.5% |
| 1Y | +53.1% | +67.6% | -14.5% | +42.3% |
| 3Y | +95.6% | +40.8% | +54.8% | +83.7% |
| 5Y | +361.5% | +43.3% | +318.2% | +327.4% |
| 10Y | +1,545.2% | +170.1% | +1,375.1% | +1,265.6% |
| All | +16,557.6% | +5,194.7% | +11,362.9% | +11,535.8% |
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