-12.7%
KMB vs KNX
+41.5%
-54.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -7.7% | -0.5% | -7.2% | -7.6% |
| 30D | -8.2% | +1.0% | -9.2% | -8.4% |
| 3M | -1.9% | -12.6% | +10.8% | -0.7% |
| 6M | -0.7% | +21.1% | -21.8% | -3.0% |
| YTD | +1.4% | +33.2% | -31.8% | -2.2% |
| 1Y | -19.1% | +67.8% | -86.9% | -24.1% |
| 3Y | -12.6% | +37.3% | -49.9% | -17.2% |
| 5Y | -12.7% | +41.1% | -53.7% | -20.0% |
| All | -12.7% | +41.5% | -54.1% | -20.0% |
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 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