+160.2%
KNX vs AZO
+296.8%
-136.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -5.6% | -3.6% | -2.0% | -4.5% |
| 30D | -4.4% | -5.6% | +1.1% | -2.8% |
| 3M | -17.3% | -6.6% | -10.7% | -15.8% |
| 6M | +22.6% | -22.5% | +45.1% | +31.9% |
| YTD | +31.1% | -15.2% | +46.3% | +36.6% |
| 1Y | +60.2% | -33.9% | +94.1% | +80.6% |
| 3Y | +35.8% | +11.8% | +23.9% | +26.4% |
| 5Y | +38.9% | +85.5% | -46.6% | +6.9% |
| All | +160.2% | +296.8% | -136.6% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling