+108.2%
KMI vs KNX
+355.6%
-247.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -1.7% | -5.6% | +3.9% | -0.5% |
| 30D | -2.7% | -4.4% | +1.7% | -1.9% |
| 3M | -0.7% | -17.3% | +16.6% | +3.3% |
| 6M | -5.0% | +22.6% | -27.6% | -10.5% |
| YTD | +15.5% | +31.1% | -15.7% | +6.6% |
| 1Y | +16.4% | +60.2% | -43.8% | +1.7% |
| 3Y | +114.2% | +35.8% | +78.4% | +89.7% |
| 5Y | +153.3% | +38.9% | +114.3% | +118.2% |
| 10Y | +132.4% | +166.5% | -34.0% | +55.0% |
| All | +108.2% | +355.6% | -247.4% | +9.8% |
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