+53.6%
KNX vs LTH
+160.9%
-107.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +7.4% | -0.6% | +8.0% | +7.5% |
| 30D | +2.0% | -4.6% | +6.6% | +3.0% |
| 3M | -7.9% | +32.8% | -40.7% | -13.7% |
| 6M | +14.4% | +64.6% | -50.3% | +1.6% |
| YTD | +38.9% | +62.6% | -23.7% | +23.7% |
| 1Y | +65.9% | +49.9% | +15.9% | +50.0% |
| 3Y | +35.8% | +151.3% | -115.5% | +8.9% |
| All | +53.6% | +160.9% | -107.2% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling