+184.8%
COP vs KNX
+37.6%
+147.2%
-36.3%
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% | +0.5% |
| 7D | +2.3% | -5.6% | +7.9% | +3.1% |
| 30D | +8.6% | -4.4% | +13.0% | +9.2% |
| 3M | +19.9% | -17.3% | +37.2% | +23.1% |
| 6M | +19.0% | +22.6% | -3.6% | +13.6% |
| YTD | +50.0% | +31.1% | +18.8% | +40.4% |
| 1Y | +50.5% | +60.2% | -9.7% | +34.4% |
| 3Y | +25.2% | +35.8% | -10.5% | +13.4% |
| All | +184.8% | +37.6% | +147.2% | +157.7% |
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