+164.3%
KNX vs AR
+44.6%
+119.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | +1.0% | +3.5% | -2.5% | +0.6% |
| 3M | -12.6% | +9.9% | -22.5% | -13.6% |
| 6M | +21.1% | +4.5% | +16.5% | +20.0% |
| YTD | +33.2% | +13.7% | +19.5% | +30.6% |
| 1Y | +67.8% | +19.2% | +48.5% | +63.3% |
| 3Y | +37.3% | +46.2% | -8.8% | +28.9% |
| 5Y | +41.1% | +145.9% | -104.8% | +23.1% |
| All | +164.3% | +44.6% | +119.7% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling