+4,850.9%
KNX vs ARWR
-79.0%
+4,929.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.7% |
| 7D | +6.4% | +2.9% | +3.5% | +6.4% |
| 30D | +1.4% | -2.9% | +4.3% | +1.4% |
| 3M | -12.0% | +15.2% | -27.3% | -12.2% |
| 6M | +25.2% | +42.3% | -17.1% | +24.8% |
| YTD | +36.6% | +28.2% | +8.4% | +36.3% |
| 1Y | +67.6% | +213.2% | -145.7% | +66.0% |
| 3Y | +40.8% | +184.6% | -143.8% | +39.2% |
| 5Y | +43.3% | +29.2% | +14.1% | +42.1% |
| 10Y | +170.1% | +1,012.5% | -842.5% | +162.2% |
| All | +4,850.9% | -79.0% | +4,929.9% | +4,051.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling