-31.8%
LVS vs KNX
+45.0%
-76.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.6% |
| 7D | +13.4% | +2.5% | +10.9% | +13.0% |
| 30D | +12.2% | -4.4% | +16.6% | +12.8% |
| 3M | -10.7% | -12.7% | +1.9% | -9.2% |
| 6M | -19.8% | +0.9% | -20.7% | -20.9% |
| YTD | -35.8% | +20.3% | -56.1% | -39.5% |
| 1Y | -31.8% | +40.9% | -72.7% | -37.4% |
| All | -31.8% | +45.0% | -76.8% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling