+133.5%
C vs KNX
+37.6%
+95.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.8% |
| 7D | +0.8% | -5.6% | +6.4% | +2.8% |
| 30D | +0.9% | -4.4% | +5.3% | +2.3% |
| 3M | +1.1% | -17.3% | +18.4% | +7.3% |
| 6M | +28.4% | +22.6% | +5.8% | +17.1% |
| YTD | +20.8% | +31.1% | -10.4% | +6.8% |
| 1Y | +43.4% | +60.2% | -16.8% | +16.2% |
| 3Y | +274.9% | +35.8% | +239.1% | +216.4% |
| All | +133.5% | +37.6% | +95.9% | +90.4% |
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