+4.7%
KNX vs AS
+134.9%
-130.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -3.9% | +6.9% | -10.8% | -5.2% |
| 30D | -8.2% | +16.0% | -24.2% | -11.0% |
| 3M | -15.4% | -12.8% | -2.6% | -13.2% |
| 6M | -8.6% | -15.4% | +6.8% | -5.9% |
| YTD | +12.7% | -15.7% | +28.4% | +15.6% |
| 1Y | +33.4% | +6.1% | +27.3% | +30.2% |
| All | +4.7% | +134.9% | -130.2% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling