+40.9%
KNX vs COMP
+23.8%
+17.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -1.7% |
| 7D | +2.5% | +9.5% | -7.0% | +1.2% |
| 30D | -4.4% | +8.1% | -12.5% | -5.5% |
| 3M | -12.7% | -16.3% | +3.7% | -11.2% |
| 6M | +0.9% | +42.2% | -41.3% | -6.2% |
| YTD | +20.3% | -5.0% | +25.3% | +18.0% |
| 1Y | +40.9% | +20.1% | +20.8% | +35.5% |
| All | +40.9% | +23.8% | +17.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling