+27.0%
ALL vs KNX
+67.7%
-40.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.3% |
| 7D | 0.0% | +7.1% | -7.0% | +0.1% |
| 30D | -1.5% | +1.7% | -3.2% | -1.5% |
| 3M | +23.6% | -8.1% | +31.8% | +23.7% |
| 6M | +22.3% | +14.0% | +8.3% | +21.2% |
| YTD | +26.5% | +38.5% | -12.0% | +23.9% |
| 1Y | +27.0% | +65.4% | -38.4% | +24.3% |
| All | +27.0% | +67.7% | -40.7% | +24.3% |
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