+394.5%
KEY vs KNX
+5,284.4%
-4,889.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -1.0% |
| 7D | +2.2% | +7.4% | -5.2% | -0.2% |
| 30D | -3.0% | +2.0% | -5.0% | -3.8% |
| 3M | +3.3% | -7.9% | +11.2% | +5.6% |
| 6M | +9.2% | +14.4% | -5.2% | +3.1% |
| YTD | +10.6% | +38.9% | -28.3% | -2.3% |
| 1Y | +20.4% | +65.9% | -45.5% | -0.7% |
| 3Y | +121.8% | +35.8% | +86.0% | +93.3% |
| 5Y | +41.1% | +43.3% | -2.2% | +20.9% |
| 10Y | +168.5% | +179.6% | -11.1% | +80.2% |
| All | +394.5% | +5,284.4% | -4,889.9% | +121.0% |
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