+39.5%
KNX vs AS
-3.0%
+42.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.4% |
| 7D | +3.8% | -3.6% | +7.4% | +4.7% |
| 30D | -2.0% | +3.4% | -5.4% | -2.7% |
| 3M | -13.2% | -8.6% | -4.6% | -11.2% |
| 6M | +3.6% | -10.0% | +13.7% | +5.7% |
| YTD | +19.1% | -19.2% | +38.3% | +23.3% |
| 1Y | +39.5% | -3.8% | +43.3% | +48.8% |
| All | +39.5% | -3.0% | +42.5% | +48.8% |
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 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