+222.1%
LNG vs KNX
+37.6%
+184.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -4.7% | -5.6% | +0.9% | -4.2% |
| 30D | +3.8% | -4.4% | +8.2% | +4.1% |
| 3M | +16.2% | -17.3% | +33.5% | +17.9% |
| 6M | +11.7% | +22.6% | -10.9% | +9.1% |
| YTD | +44.2% | +31.1% | +13.1% | +39.7% |
| 1Y | +18.6% | +60.2% | -41.6% | +12.0% |
| 3Y | +77.4% | +35.8% | +41.7% | +68.8% |
| All | +222.1% | +37.6% | +184.5% | +210.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling