+1,052.4%
KMB vs KNX
+5,194.7%
-4,142.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.8% |
| 7D | -2.7% | +6.4% | -9.1% | -3.4% |
| 30D | -5.0% | +1.4% | -6.4% | -5.2% |
| 3M | +6.6% | -12.0% | +18.6% | +7.9% |
| 6M | +1.0% | +25.2% | -24.2% | -1.8% |
| YTD | +6.0% | +36.6% | -30.6% | +1.8% |
| 1Y | -16.6% | +67.6% | -84.2% | -21.8% |
| 3Y | -8.6% | +40.8% | -49.5% | -13.7% |
| 5Y | -10.9% | +43.3% | -54.2% | -16.7% |
| 10Y | +16.8% | +170.1% | -153.3% | -1.0% |
| All | +1,052.4% | +5,194.7% | -4,142.3% | +616.7% |
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