+185.8%
LMT vs KNX
+166.7%
+19.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -0.2% | -5.6% | +5.4% | +0.5% |
| 30D | -13.1% | -4.4% | -8.7% | -12.6% |
| 3M | -3.9% | -17.3% | +13.5% | -1.7% |
| 6M | -18.3% | +22.6% | -40.9% | -21.3% |
| YTD | +10.3% | +31.1% | -20.8% | +4.9% |
| 1Y | +14.2% | +60.2% | -46.0% | +4.9% |
| 3Y | +35.0% | +35.8% | -0.8% | +24.9% |
| 5Y | +73.2% | +38.9% | +34.3% | +55.8% |
| All | +185.8% | +166.7% | +19.1% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling