+43.3%
KNX vs LSCC
+85.6%
-42.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -2.0% |
| 7D | +6.4% | +5.2% | +1.2% | +5.2% |
| 30D | +1.4% | -9.6% | +11.0% | +3.7% |
| 3M | -12.0% | -17.8% | +5.7% | -8.9% |
| 6M | +25.2% | +37.4% | -12.3% | +14.0% |
| YTD | +36.6% | +59.7% | -23.1% | +19.3% |
| 1Y | +67.6% | +76.2% | -8.6% | +41.9% |
| 3Y | +40.8% | +28.2% | +12.6% | +21.1% |
| 5Y | +43.3% | +87.2% | -43.9% | +2.1% |
| All | +43.3% | +85.6% | -42.3% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling