+2,729.9%
COP vs KNX
+5,045.1%
-2,315.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.6% |
| 7D | -0.5% | +2.3% | -2.8% | -0.9% |
| 30D | +11.7% | +0.5% | +11.2% | +11.4% |
| 3M | +17.7% | -14.1% | +31.8% | +20.4% |
| 6M | +18.3% | +19.8% | -1.5% | +13.3% |
| YTD | +49.1% | +32.7% | +16.3% | +39.6% |
| 1Y | +53.3% | +62.3% | -9.0% | +37.7% |
| 3Y | +22.2% | +36.8% | -14.7% | +11.6% |
| 5Y | +193.3% | +41.8% | +151.5% | +162.7% |
| 10Y | +340.2% | +169.7% | +170.6% | +242.4% |
| All | +2,729.9% | +5,045.1% | -2,315.2% | +1,742.6% |
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