+337.6%
KNX vs AR
-28.5%
+366.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +9.2% | +7.4% | +1.9% | +8.4% |
| 30D | +0.9% | +5.8% | -4.8% | +0.3% |
| 3M | -12.7% | +5.2% | -17.9% | -13.3% |
| 6M | +7.3% | +5.4% | +1.9% | +6.3% |
| YTD | +23.1% | +12.4% | +10.7% | +20.6% |
| 1Y | +47.1% | +12.8% | +34.2% | +43.8% |
| 3Y | +33.3% | +47.2% | -13.9% | +24.6% |
| 5Y | +12.1% | +101.1% | -89.0% | -0.9% |
| 10Y | +106.9% | +57.6% | +49.3% | +75.7% |
| All | +337.6% | -28.5% | +366.1% | +281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling