+4,243.8%
KNX vs LSCC
+2,725.4%
+1,518.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | -1.1% | +5.0% | -6.1% | -2.0% |
| 30D | -3.7% | -11.7% | +8.1% | -2.1% |
| 3M | -9.3% | -13.3% | +4.0% | -7.9% |
| 6M | -2.5% | -12.5% | +10.0% | -2.0% |
| YTD | +19.8% | +51.2% | -31.4% | +8.7% |
| 1Y | +37.3% | +65.9% | -28.6% | +22.5% |
| 3Y | +29.5% | +95.3% | -65.9% | +8.1% |
| 5Y | +11.5% | +38.6% | -27.1% | -4.9% |
| 10Y | +106.0% | +1,352.3% | -1,246.4% | +12.0% |
| All | +4,243.8% | +2,725.4% | +1,518.4% | +1,502.1% |
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 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