+33.3%
KNX vs ARWR
+79.8%
-46.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.1% |
| 7D | +9.2% | -17.8% | +27.1% | +12.0% |
| 30D | +0.9% | -18.1% | +19.1% | +3.5% |
| 3M | -12.7% | -44.2% | +31.5% | -5.4% |
| 6M | +7.3% | -38.6% | +46.0% | +13.9% |
| YTD | +23.1% | -28.0% | +51.1% | +26.4% |
| 1Y | +47.1% | +16.1% | +30.9% | +39.1% |
| 3Y | +33.3% | +84.0% | -50.7% | +8.4% |
| All | +33.3% | +79.8% | -46.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling