+13.6%
KNX vs ARWR
-34.9%
+48.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.1% |
| 7D | +9.2% | -17.8% | +27.1% | +11.9% |
| 30D | +0.9% | -18.1% | +19.1% | +3.4% |
| 3M | -12.7% | -44.2% | +31.5% | -5.7% |
| 6M | +7.3% | -38.6% | +46.0% | +13.6% |
| YTD | +23.1% | -28.0% | +51.1% | +26.5% |
| 1Y | +47.1% | +16.1% | +30.9% | +39.9% |
| 3Y | +33.3% | +84.0% | -50.7% | +10.4% |
| All | +13.6% | -34.9% | +48.5% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling