+6.8%
IR vs KNX
+36.7%
-29.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -14.0% | +1.0% | -15.0% | -14.5% |
| 3M | +3.7% | -12.6% | +16.4% | +8.7% |
| 6M | -15.4% | +21.1% | -36.5% | -22.5% |
| YTD | -7.7% | +33.2% | -40.9% | -18.7% |
| 1Y | -8.8% | +67.8% | -76.6% | -27.5% |
| All | +6.8% | +36.7% | -29.9% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling