+14.3%
KNX vs AS
+123.4%
-109.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.5% |
| 7D | +9.2% | -4.9% | +14.1% | +10.3% |
| 30D | +0.9% | +3.9% | -3.0% | +0.1% |
| 3M | -12.7% | -9.6% | -3.1% | -11.1% |
| 6M | +7.3% | -8.7% | +16.0% | +8.7% |
| YTD | +23.1% | -19.8% | +42.9% | +27.5% |
| 1Y | +47.1% | -1.5% | +48.6% | +45.8% |
| All | +14.3% | +123.4% | -109.1% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling