+2,367.3%
JCI vs KNX
+4,983.8%
-2,616.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.8% | +2.6% |
| 7D | +0.7% | -5.6% | +6.3% | +2.1% |
| 30D | -4.4% | -4.4% | 0.0% | -3.5% |
| 3M | +1.7% | -17.3% | +19.0% | +5.9% |
| 6M | +8.8% | +22.6% | -13.8% | +3.1% |
| YTD | +22.6% | +31.1% | -8.5% | +14.0% |
| 1Y | +36.2% | +60.2% | -24.0% | +20.1% |
| 3Y | +168.0% | +35.8% | +132.3% | +141.9% |
| 5Y | +113.5% | +38.9% | +74.5% | +89.9% |
| 10Y | +344.3% | +166.5% | +177.9% | +230.5% |
| All | +2,367.3% | +4,983.8% | -2,616.4% | +1,128.0% |
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