+38.4%
KNX vs BOXX
+18.5%
+19.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.6% | +0.1% | -5.6% | -5.5% |
| 30D | -4.4% | +0.3% | -4.7% | -3.9% |
| 3M | -17.3% | +1.0% | -18.4% | -15.6% |
| 6M | +22.6% | +1.9% | +20.7% | +27.6% |
| YTD | +31.1% | +2.7% | +28.5% | +39.1% |
| 1Y | +60.2% | +4.0% | +56.2% | +77.4% |
| 3Y | +35.8% | +14.7% | +21.1% | +123.5% |
| All | +38.4% | +18.5% | +19.9% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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