+39.5%
KEY vs KNX
+41.5%
-1.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -3.3% | +1.0% | -4.3% | -4.1% |
| 3M | -0.2% | -12.6% | +12.5% | +5.6% |
| 6M | +12.1% | +21.1% | -9.0% | -0.4% |
| YTD | +8.4% | +33.2% | -24.8% | -9.1% |
| 1Y | +17.6% | +67.8% | -50.1% | -14.4% |
| 3Y | +123.3% | +37.3% | +86.0% | +77.1% |
| 5Y | +39.5% | +41.1% | -1.6% | +10.1% |
| All | +39.5% | +41.5% | -1.9% | +10.1% |
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