+13.6%
KNX vs LSCC
+33.9%
-20.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.8% | +4.5% |
| 7D | +9.2% | +7.0% | +2.2% | +7.4% |
| 30D | +0.9% | -2.3% | +3.2% | +0.6% |
| 3M | -12.7% | -12.5% | -0.2% | -11.3% |
| 6M | +7.3% | -10.6% | +17.9% | +7.0% |
| YTD | +23.1% | +52.7% | -29.6% | +7.1% |
| 1Y | +47.1% | +74.0% | -26.9% | +24.0% |
| 3Y | +33.3% | +104.8% | -71.5% | +1.6% |
| All | +13.6% | +33.9% | -20.3% | -14.7% |
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