+35.8%
IR vs KNX
+37.6%
-1.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -4.5% | -5.6% | +1.1% | -2.2% |
| 30D | -13.9% | -4.4% | -9.5% | -12.4% |
| 3M | -0.3% | -17.3% | +17.0% | +7.4% |
| 6M | -14.3% | +22.6% | -37.0% | -22.6% |
| YTD | -7.9% | +31.1% | -39.0% | -19.4% |
| 1Y | -9.9% | +60.2% | -70.1% | -28.6% |
| 3Y | +6.5% | +35.8% | -29.2% | -11.7% |
| All | +35.8% | +37.6% | -1.7% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling