+4,711.0%
KNX vs LH
+1,036.3%
+3,674.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.6% |
| 7D | +2.3% | -3.2% | +5.5% | +2.9% |
| 30D | +0.5% | +0.1% | +0.3% | +0.4% |
| 3M | -14.1% | +18.6% | -32.8% | -17.0% |
| 6M | +19.8% | +17.9% | +1.8% | +15.8% |
| YTD | +32.7% | +28.9% | +3.8% | +26.2% |
| 1Y | +62.3% | +16.6% | +45.7% | +57.0% |
| 3Y | +36.8% | +63.6% | -26.7% | +24.1% |
| 5Y | +41.8% | +30.0% | +11.7% | +33.4% |
| 10Y | +169.7% | +191.9% | -22.3% | +117.7% |
| All | +4,711.0% | +1,036.3% | +3,674.7% | +2,460.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling