+550.0%
LNG vs KNX
+166.7%
+383.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -4.7% | -5.6% | +0.9% | -3.9% |
| 30D | +3.8% | -4.4% | +8.2% | +4.4% |
| 3M | +16.2% | -17.3% | +33.5% | +19.2% |
| 6M | +11.7% | +22.6% | -10.9% | +7.4% |
| YTD | +44.2% | +31.1% | +13.1% | +36.8% |
| 1Y | +18.6% | +60.2% | -41.6% | +8.3% |
| 3Y | +77.4% | +35.8% | +41.7% | +63.5% |
| 5Y | +232.3% | +38.9% | +193.4% | +199.9% |
| All | +550.0% | +166.7% | +383.2% | +388.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling