+323.5%
KNX vs AR
-28.5%
+352.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +3.8% | +6.4% | -2.6% | +3.2% |
| 30D | -2.0% | +3.1% | -5.1% | -2.4% |
| 3M | -13.2% | +3.3% | -16.4% | -13.6% |
| 6M | +3.6% | +6.6% | -2.9% | +2.6% |
| YTD | +19.1% | +12.3% | +6.8% | +16.7% |
| 1Y | +39.5% | +12.3% | +27.2% | +36.5% |
| 3Y | +28.7% | +50.4% | -21.7% | +20.1% |
| 5Y | +8.5% | +101.0% | -92.5% | -4.1% |
| 10Y | +100.2% | +57.5% | +42.8% | +70.1% |
| All | +323.5% | -28.5% | +352.1% | +269.1% |
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