+3,549.0%
LRCX vs KNX
+166.7%
+3,382.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | -3.1% | -5.6% | +2.5% | -0.6% |
| 30D | -8.6% | -4.4% | -4.1% | -6.6% |
| 3M | -17.7% | -17.3% | -0.4% | -10.3% |
| 6M | +36.4% | +22.6% | +13.7% | +24.3% |
| YTD | +74.5% | +31.1% | +43.4% | +53.5% |
| 1Y | +159.4% | +60.2% | +99.2% | +106.0% |
| 3Y | +361.6% | +35.8% | +325.8% | +282.7% |
| 5Y | +425.2% | +38.9% | +386.3% | +328.4% |
| All | +3,549.0% | +166.7% | +3,382.3% | +2,219.2% |
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