+107.7%
COST vs KNX
+37.6%
+70.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -1.2% | -5.6% | +4.4% | -0.3% |
| 30D | -4.7% | -4.4% | -0.3% | -4.1% |
| 3M | -7.1% | -17.3% | +10.2% | -4.3% |
| 6M | -8.5% | +22.6% | -31.2% | -12.9% |
| YTD | +5.4% | +31.1% | -25.8% | -1.4% |
| 1Y | -5.6% | +60.2% | -65.8% | -15.9% |
| 3Y | +68.5% | +35.8% | +32.7% | +51.7% |
| All | +107.7% | +37.6% | +70.1% | +81.2% |
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