+17,242.0%
COST vs KNX
+4,983.8%
+12,258.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 6M | -8.5% | +22.6% | -31.2% | -12.4% |
| YTD | +5.4% | +31.1% | -25.8% | -0.5% |
| 1Y | -5.6% | +60.2% | -65.8% | -14.3% |
| 3Y | +68.5% | +35.8% | +32.7% | +54.5% |
| 5Y | +105.2% | +38.9% | +66.3% | +86.2% |
| 10Y | +610.7% | +166.5% | +444.2% | +456.8% |
| All | +17,242.0% | +4,983.8% | +12,258.2% | +9,977.3% |
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