+11.3%
KNX vs AS
+137.8%
-126.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | -1.1% | +4.5% | -5.6% | -2.0% |
| 30D | -3.7% | +13.2% | -16.9% | -6.2% |
| 3M | -9.3% | -11.9% | +2.6% | -7.1% |
| 6M | -2.5% | -11.6% | +9.1% | -0.5% |
| YTD | +19.8% | -14.7% | +34.5% | +22.6% |
| 1Y | +37.3% | +5.7% | +31.5% | +34.1% |
| All | +11.3% | +137.8% | -126.4% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling