+152.5%
JPM vs KNX
+37.6%
+115.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -0.7% | -5.6% | +4.9% | +0.8% |
| 30D | -2.5% | -4.4% | +2.0% | -1.4% |
| 3M | +14.1% | -17.3% | +31.5% | +19.6% |
| 6M | +25.1% | +22.6% | +2.5% | +16.1% |
| YTD | +12.1% | +31.1% | -19.0% | +1.6% |
| 1Y | +18.8% | +60.2% | -41.4% | +0.5% |
| 3Y | +163.4% | +35.8% | +127.7% | +129.4% |
| All | +152.5% | +37.6% | +115.0% | +112.4% |
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 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