+160.2%
KNX vs LH
+183.3%
-23.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.1% |
| 7D | -5.6% | -4.7% | -0.9% | -3.9% |
| 30D | -4.4% | -3.5% | -0.9% | -3.2% |
| 3M | -17.3% | +17.7% | -35.0% | -22.6% |
| 6M | +22.6% | +15.8% | +6.9% | +15.2% |
| YTD | +31.1% | +25.1% | +6.0% | +19.3% |
| 1Y | +60.2% | +12.5% | +47.7% | +51.4% |
| 3Y | +35.8% | +59.8% | -24.0% | +11.2% |
| 5Y | +38.9% | +27.1% | +11.8% | +22.1% |
| All | +160.2% | +183.3% | -23.0% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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