+114.3%
ALL vs KNX
+37.6%
+76.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -2.3% | -5.6% | +3.3% | -1.6% |
| 30D | -0.4% | -4.4% | +4.0% | +0.1% |
| 3M | +16.0% | -17.3% | +33.4% | +18.6% |
| 6M | +24.6% | +22.6% | +1.9% | +19.7% |
| YTD | +23.7% | +31.1% | -7.5% | +17.4% |
| 1Y | +27.7% | +60.2% | -32.5% | +16.9% |
| 3Y | +150.2% | +35.8% | +114.5% | +130.7% |
| All | +114.3% | +37.6% | +76.7% | +90.1% |
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