+418.8%
C vs KNX
+5,284.4%
-4,865.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -1.6% |
| 7D | +3.6% | +7.4% | -3.7% | +1.1% |
| 30D | +0.1% | +2.0% | -1.9% | -0.7% |
| 3M | +2.4% | -7.9% | +10.3% | +4.6% |
| 6M | +24.9% | +14.4% | +10.6% | +17.8% |
| YTD | +19.8% | +38.9% | -19.1% | +5.5% |
| 1Y | +44.9% | +65.9% | -21.0% | +19.0% |
| 3Y | +263.0% | +35.8% | +227.1% | +213.2% |
| 5Y | +129.5% | +43.3% | +86.2% | +91.3% |
| 10Y | +291.6% | +179.6% | +112.0% | +149.5% |
| All | +418.8% | +5,284.4% | -4,865.6% | +105.3% |
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 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