+13.6%
KNX vs LTH
+137.1%
-123.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.2% | +2.8% |
| 7D | +9.2% | -1.3% | +10.5% | +9.5% |
| 30D | +0.9% | +15.7% | -14.7% | -2.5% |
| 3M | -12.7% | +5.0% | -17.7% | -13.9% |
| 6M | +7.3% | +37.7% | -30.4% | -0.7% |
| YTD | +23.1% | +75.0% | -51.9% | +7.3% |
| 1Y | +47.1% | +82.6% | -35.6% | +26.9% |
| 3Y | +33.3% | +241.3% | -208.0% | +0.1% |
| All | +13.6% | +137.1% | -123.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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