+46.3%
LYB vs KNX
+166.7%
-120.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +0.3% | -5.6% | +5.9% | +2.3% |
| 30D | +2.5% | -4.4% | +6.9% | +3.8% |
| 3M | +1.4% | -17.3% | +18.7% | +7.8% |
| 6M | -3.5% | +22.6% | -26.1% | -13.4% |
| YTD | +52.0% | +31.1% | +20.8% | +32.1% |
| 1Y | +22.1% | +60.2% | -38.2% | -3.4% |
| 3Y | -22.8% | +35.8% | -58.5% | -36.5% |
| 5Y | -3.4% | +38.9% | -42.3% | -23.8% |
| All | +46.3% | +166.7% | -120.5% | -11.4% |
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