+284.9%
IR vs KNX
+138.2%
+146.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.0% |
| 7D | +0.6% | +6.4% | -5.8% | -1.9% |
| 30D | -13.6% | +1.4% | -15.0% | -14.2% |
| 3M | +3.7% | -12.0% | +15.7% | +8.6% |
| 6M | -13.1% | +25.2% | -38.2% | -21.6% |
| YTD | -5.1% | +36.6% | -41.7% | -17.6% |
| 1Y | -6.5% | +67.6% | -74.1% | -26.0% |
| 3Y | +8.5% | +40.8% | -32.3% | -10.1% |
| 5Y | +43.3% | +43.3% | 0.0% | +15.8% |
| All | +284.9% | +138.2% | +146.6% | +166.7% |
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