+41.8%
KNX vs AR
+148.2%
-106.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +0.5% | +5.5% | -5.1% | -0.1% |
| 3M | -14.1% | +12.9% | -27.0% | -15.3% |
| 6M | +19.8% | +0.1% | +19.7% | +19.3% |
| YTD | +32.7% | +13.5% | +19.2% | +30.0% |
| 1Y | +62.3% | +21.6% | +40.8% | +57.0% |
| 3Y | +36.8% | +46.0% | -9.1% | +27.4% |
| 5Y | +41.8% | +143.7% | -102.0% | +27.3% |
| All | +41.8% | +148.2% | -106.5% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling