+90.9%
LYV vs KNX
+37.6%
+53.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.4% |
| 7D | -1.9% | -5.6% | +3.7% | -0.5% |
| 30D | -8.2% | -4.4% | -3.8% | -7.3% |
| 3M | -1.3% | -17.3% | +16.1% | +3.3% |
| 6M | +2.6% | +22.6% | -20.0% | -3.8% |
| YTD | +19.4% | +31.1% | -11.7% | +9.4% |
| 1Y | -2.2% | +60.2% | -62.5% | -15.8% |
| 3Y | +106.0% | +35.8% | +70.3% | +80.6% |
| All | +90.9% | +37.6% | +53.4% | +63.0% |
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