+48.7%
LUNR vs KNX
+21.9%
+26.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -3.1% | -5.6% | +2.5% | -0.8% |
| 30D | -15.3% | -4.4% | -10.9% | -13.7% |
| 3M | -53.2% | -17.3% | -35.8% | -49.5% |
| 6M | -22.2% | +22.6% | -44.8% | -28.7% |
| YTD | -11.6% | +31.1% | -42.7% | -21.6% |
| 1Y | +68.4% | +60.2% | +8.2% | +36.6% |
| 3Y | +216.8% | +35.8% | +181.0% | +172.3% |
| All | +48.7% | +21.9% | +26.8% | +27.2% |
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 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