+378.5%
KEY vs KNX
+4,671.9%
-4,293.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.5% |
| 7D | +2.9% | +9.2% | -6.3% | -0.1% |
| 30D | +8.4% | +0.9% | +7.5% | +7.9% |
| 3M | -5.8% | -12.7% | +6.9% | -1.8% |
| 6M | +5.4% | +7.3% | -1.9% | +1.7% |
| YTD | +7.1% | +23.1% | -16.0% | -1.9% |
| 1Y | +26.8% | +47.1% | -20.3% | +9.4% |
| 3Y | +128.7% | +33.3% | +95.4% | +101.3% |
| 5Y | +13.6% | +12.1% | +1.5% | +5.3% |
| 10Y | +99.7% | +106.9% | -7.2% | +46.6% |
| All | +378.5% | +4,671.9% | -4,293.4% | +121.9% |
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