+393.8%
KNX vs AR
-27.2%
+421.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.8% |
| 7D | +7.4% | +2.5% | +4.9% | +7.1% |
| 30D | +2.0% | +14.8% | -12.8% | +0.4% |
| 3M | -7.9% | +6.2% | -14.1% | -8.6% |
| 6M | +14.4% | +4.3% | +10.1% | +13.3% |
| YTD | +38.9% | +14.4% | +24.5% | +36.0% |
| 1Y | +65.9% | +21.3% | +44.6% | +60.9% |
| 3Y | +35.8% | +39.8% | -4.0% | +27.7% |
| 5Y | +43.3% | +142.1% | -98.7% | +24.0% |
| 10Y | +179.6% | +52.0% | +127.6% | +138.9% |
| All | +393.8% | -27.2% | +421.0% | +330.1% |
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