-80.4%
LYFT vs KNX
+125.1%
-205.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.7% |
| 7D | -8.4% | -5.6% | -2.8% | -5.9% |
| 30D | -7.6% | -4.4% | -3.2% | -6.0% |
| 3M | +11.7% | -17.3% | +29.1% | +20.6% |
| 6M | +15.1% | +22.6% | -7.5% | +1.7% |
| YTD | -20.9% | +31.1% | -52.1% | -32.7% |
| 1Y | -16.4% | +60.2% | -76.6% | -36.6% |
| 3Y | +35.2% | +35.8% | -0.5% | +8.7% |
| 5Y | -69.4% | +38.9% | -108.3% | -75.6% |
| All | -80.4% | +125.1% | -205.5% | -88.0% |
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