-4.5%
LUNR vs KNX
+45.0%
-49.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.9% |
| 7D | -14.3% | +2.5% | -16.8% | -15.3% |
| 30D | -30.5% | -4.4% | -26.1% | -28.9% |
| 3M | -28.9% | -12.7% | -16.2% | -24.1% |
| 6M | -60.8% | +0.9% | -61.7% | -60.6% |
| YTD | -38.8% | +20.3% | -59.1% | -44.2% |
| 1Y | -4.5% | +40.9% | -45.5% | -25.1% |
| All | -4.5% | +45.0% | -49.5% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling