+114.2%
KMI vs KNX
+34.6%
+79.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -1.7% | -5.6% | +3.9% | -1.3% |
| 30D | -2.7% | -4.4% | +1.7% | -2.4% |
| 3M | -0.7% | -17.3% | +16.6% | +0.8% |
| 6M | -5.0% | +22.6% | -27.6% | -7.4% |
| YTD | +15.5% | +31.1% | -15.7% | +11.4% |
| 1Y | +16.4% | +60.2% | -43.8% | +9.3% |
| 3Y | +114.2% | +35.8% | +78.4% | +107.2% |
| All | +114.2% | +34.6% | +79.6% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling