+67.6%
KNX vs AS
-22.5%
+90.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.2% | -1.0% |
| 7D | +6.4% | -2.6% | +9.0% | +7.0% |
| 30D | +1.4% | -22.1% | +23.5% | +6.8% |
| 3M | -12.0% | -15.3% | +3.3% | -9.3% |
| 6M | +25.2% | -15.6% | +40.7% | +28.5% |
| YTD | +36.6% | -23.2% | +59.8% | +41.7% |
| 1Y | +67.6% | -21.7% | +89.3% | +79.5% |
| All | +67.6% | -22.5% | +90.1% | +79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling