+3,153.6%
KNX vs AU
+755.5%
+2,398.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | -5.6% | -4.3% | -1.3% | -5.3% |
| 30D | -4.4% | +7.3% | -11.7% | -4.9% |
| 3M | -17.3% | +26.3% | -43.6% | -18.7% |
| 6M | +22.6% | +1.8% | +20.9% | +21.9% |
| YTD | +31.1% | +26.8% | +4.3% | +28.3% |
| 1Y | +60.2% | +66.7% | -6.5% | +53.8% |
| 3Y | +35.8% | +579.1% | -543.3% | +17.4% |
| 5Y | +38.9% | +689.3% | -650.4% | +17.3% |
| 10Y | +166.5% | +686.6% | -520.2% | +115.4% |
| All | +3,153.6% | +755.5% | +2,398.1% | +2,517.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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