+12,471.5%
FIX vs KNX
+2,807.6%
+9,663.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.8% |
| 7D | +6.0% | +7.4% | -1.3% | +3.8% |
| 30D | -7.2% | +2.0% | -9.2% | -7.7% |
| 3M | -15.9% | -7.9% | -8.0% | -14.0% |
| 6M | +12.7% | +14.4% | -1.6% | +7.7% |
| YTD | +72.8% | +38.9% | +33.9% | +55.7% |
| 1Y | +122.9% | +65.9% | +57.0% | +89.6% |
| 3Y | +774.3% | +35.8% | +738.5% | +671.9% |
| 5Y | +2,049.5% | +43.3% | +2,006.1% | +1,747.7% |
| 10Y | +5,821.5% | +179.6% | +5,641.8% | +3,990.0% |
| All | +12,471.5% | +2,807.6% | +9,663.9% | +5,939.0% |
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