+29.0%
KNX vs AS
+120.4%
-91.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.0% |
| 7D | +7.4% | -4.9% | +12.3% | +8.5% |
| 30D | +2.0% | -19.6% | +21.6% | +6.6% |
| 3M | -7.9% | -14.4% | +6.5% | -5.2% |
| 6M | +14.4% | -20.1% | +34.5% | +19.1% |
| YTD | +38.9% | -20.9% | +59.8% | +44.6% |
| 1Y | +65.9% | -21.9% | +87.8% | +72.6% |
| All | +29.0% | +120.4% | -91.4% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling