-3.3%
LVS vs KNX
+166.7%
-170.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | -3.5% | -5.6% | +2.1% | -1.7% |
| 30D | -6.2% | -4.4% | -1.8% | -5.1% |
| 3M | -14.8% | -17.3% | +2.5% | -10.1% |
| 6M | -20.9% | +22.6% | -43.5% | -27.3% |
| YTD | -33.0% | +31.1% | -64.2% | -40.1% |
| 1Y | -20.0% | +60.2% | -80.2% | -33.9% |
| 3Y | -6.9% | +35.8% | -42.7% | -20.4% |
| 5Y | +9.1% | +38.9% | -29.8% | -9.3% |
| All | -3.3% | +166.7% | -170.0% | -35.7% |
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