+35.8%
KNX vs AZO
+10.0%
+25.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -5.6% | -3.6% | -2.0% | -4.9% |
| 30D | -4.4% | -5.6% | +1.1% | -3.3% |
| 3M | -17.3% | -6.6% | -10.7% | -16.3% |
| 6M | +22.6% | -22.5% | +45.1% | +29.1% |
| YTD | +31.1% | -15.2% | +46.3% | +35.1% |
| 1Y | +60.2% | -33.9% | +94.1% | +74.9% |
| 3Y | +35.8% | +11.8% | +23.9% | +24.3% |
| All | +35.8% | +10.0% | +25.7% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling