+273.7%
IR vs KNX
+128.7%
+145.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -4.5% | -5.6% | +1.1% | -2.3% |
| 30D | -13.9% | -4.4% | -9.5% | -12.5% |
| 3M | -0.3% | -17.3% | +17.0% | +7.0% |
| 6M | -14.3% | +22.6% | -37.0% | -22.1% |
| YTD | -7.9% | +31.1% | -39.0% | -18.6% |
| 1Y | -9.9% | +60.2% | -70.1% | -27.4% |
| 3Y | +6.5% | +35.8% | -29.2% | -10.4% |
| 5Y | +34.0% | +38.9% | -4.9% | +9.8% |
| All | +273.7% | +128.7% | +145.0% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling