+2,987.1%
KNX vs A
+434.5%
+2,552.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.4% |
| 7D | +2.3% | -4.4% | +6.7% | +3.6% |
| 30D | +0.5% | -2.7% | +3.1% | +1.2% |
| 3M | -14.1% | +7.0% | -21.2% | -15.9% |
| 6M | +19.8% | +24.6% | -4.9% | +12.0% |
| YTD | +32.7% | +7.0% | +25.7% | +29.2% |
| 1Y | +62.3% | +15.6% | +46.8% | +54.6% |
| 3Y | +36.8% | +29.9% | +6.9% | +25.6% |
| 5Y | +41.8% | -15.4% | +57.1% | +43.7% |
| 10Y | +169.7% | +248.9% | -79.2% | +91.6% |
| All | +2,987.1% | +434.5% | +2,552.6% | +1,544.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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