+60.7%
COP vs KNX
+45.0%
+15.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.4% | -5.2% |
| 7D | -8.1% | +2.5% | -10.6% | -7.9% |
| 30D | +6.7% | -4.4% | +11.1% | +6.4% |
| 3M | +16.9% | -12.7% | +29.6% | +16.0% |
| 6M | +11.2% | +0.9% | +10.3% | +11.4% |
| YTD | +49.5% | +20.3% | +29.2% | +49.1% |
| 1Y | +60.7% | +40.9% | +19.7% | +58.8% |
| All | +60.7% | +45.0% | +15.7% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling