+337.6%
F vs KNX
+5,284.4%
-4,946.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +0.3% |
| 7D | +5.3% | +7.4% | -2.0% | +3.0% |
| 30D | +4.6% | +2.0% | +2.6% | +3.8% |
| 3M | -3.7% | -7.9% | +4.2% | -1.6% |
| 6M | +16.8% | +14.4% | +2.5% | +11.0% |
| YTD | +15.3% | +38.9% | -23.6% | +2.9% |
| 1Y | +31.0% | +65.9% | -34.9% | +10.1% |
| 3Y | +45.4% | +35.8% | +9.6% | +27.5% |
| 5Y | +54.7% | +43.3% | +11.3% | +33.7% |
| 10Y | +98.2% | +179.6% | -81.4% | +35.7% |
| All | +337.6% | +5,284.4% | -4,946.8% | +91.2% |
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 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