+4,850.9%
KNX vs LSCC
+2,883.9%
+1,967.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -1.9% |
| 7D | +6.4% | +5.2% | +1.2% | +5.5% |
| 30D | +1.4% | -9.6% | +11.0% | +3.1% |
| 3M | -12.0% | -17.8% | +5.7% | -9.7% |
| 6M | +25.2% | +37.4% | -12.3% | +17.0% |
| YTD | +36.6% | +59.7% | -23.1% | +23.8% |
| 1Y | +67.6% | +76.2% | -8.6% | +48.6% |
| 3Y | +40.8% | +28.2% | +12.6% | +26.6% |
| 5Y | +43.3% | +87.2% | -43.9% | +17.2% |
| 10Y | +170.1% | +1,795.0% | -1,624.9% | +41.2% |
| All | +4,850.9% | +2,883.9% | +1,967.0% | +1,724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling