+632.8%
LYB vs KNX
+306.7%
+326.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | +0.3% | -5.6% | +5.9% | +2.6% |
| 30D | +2.5% | -4.4% | +6.9% | +4.0% |
| 3M | +1.4% | -17.3% | +18.7% | +8.5% |
| 6M | -3.5% | +22.6% | -26.1% | -14.4% |
| YTD | +52.0% | +31.1% | +20.8% | +30.3% |
| 1Y | +22.1% | +60.2% | -38.2% | -5.4% |
| 3Y | -22.8% | +35.8% | -58.5% | -37.6% |
| 5Y | -3.4% | +38.9% | -42.3% | -25.5% |
| 10Y | +47.4% | +166.5% | -119.1% | -23.3% |
| All | +632.8% | +306.7% | +326.1% | +146.5% |
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