+201.4%
B vs KNX
+166.7%
+34.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -2.4% | -5.6% | +3.2% | -2.1% |
| 30D | +6.3% | -4.4% | +10.8% | +6.6% |
| 3M | +12.1% | -17.3% | +29.5% | +13.3% |
| 6M | -3.1% | +22.6% | -25.7% | -4.3% |
| YTD | +2.0% | +31.1% | -29.2% | +0.2% |
| 1Y | +51.7% | +60.2% | -8.5% | +47.5% |
| 3Y | +190.5% | +35.8% | +154.8% | +183.5% |
| 5Y | +158.0% | +38.9% | +119.1% | +150.5% |
| All | +201.4% | +166.7% | +34.7% | +203.3% |
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 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