+170.6%
B vs KNX
+5,194.7%
-5,024.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | +2.3% | +6.4% | -4.1% | +1.8% |
| 30D | +1.4% | +1.4% | 0.0% | +1.2% |
| 3M | +12.2% | -12.0% | +24.2% | +13.2% |
| 6M | -2.1% | +25.2% | -27.3% | -4.1% |
| YTD | +2.9% | +36.6% | -33.7% | 0.0% |
| 1Y | +55.3% | +67.6% | -12.3% | +48.2% |
| 3Y | +198.7% | +40.8% | +157.9% | +186.7% |
| 5Y | +153.8% | +43.3% | +110.4% | +141.7% |
| 10Y | +193.4% | +170.1% | +23.3% | +159.1% |
| All | +170.6% | +5,194.7% | -5,024.1% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling