+361.6%
LRCX vs KNX
+34.6%
+327.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -3.1% | -5.6% | +2.5% | -0.7% |
| 30D | -8.6% | -4.4% | -4.1% | -6.7% |
| 3M | -17.7% | -17.3% | -0.4% | -10.9% |
| 6M | +36.4% | +22.6% | +13.7% | +26.2% |
| YTD | +74.5% | +31.1% | +43.4% | +56.8% |
| 1Y | +159.4% | +60.2% | +99.2% | +112.9% |
| 3Y | +361.6% | +35.8% | +325.8% | +297.7% |
| All | +361.6% | +34.6% | +327.0% | +297.7% |
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 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