+102.3%
KNX vs LSCC
+1,498.6%
-1,396.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -1.6% |
| 7D | 0.0% | +14.5% | -14.4% | -2.8% |
| 30D | -3.3% | -0.1% | -3.2% | -4.0% |
| 3M | -8.7% | -2.7% | -6.0% | -9.2% |
| 6M | +1.3% | -4.8% | +6.1% | 0.0% |
| YTD | +20.4% | +66.9% | -46.5% | +4.8% |
| 1Y | +42.4% | +85.8% | -43.4% | +21.2% |
| 3Y | +30.1% | +115.6% | -85.5% | +2.2% |
| 5Y | +11.7% | +48.8% | -37.1% | -10.6% |
| 10Y | +102.3% | +1,490.3% | -1,388.0% | -0.1% |
| All | +102.3% | +1,498.6% | -1,396.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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