+6.4%
LVS vs KNX
+37.6%
-31.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | -3.5% | -5.6% | +2.1% | -1.8% |
| 30D | -6.2% | -4.4% | -1.8% | -5.2% |
| 3M | -14.8% | -17.3% | +2.5% | -10.2% |
| 6M | -20.9% | +22.6% | -43.5% | -27.2% |
| YTD | -33.0% | +31.1% | -64.2% | -40.0% |
| 1Y | -20.0% | +60.2% | -80.2% | -34.0% |
| 3Y | -6.9% | +35.8% | -42.7% | -20.5% |
| All | +6.4% | +37.6% | -31.2% | -11.2% |
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