+34.0%
KNX vs COMP
-49.2%
+83.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +4.5% |
| 7D | -0.3% | +14.5% | -14.9% | -2.1% |
| 30D | -4.7% | +14.9% | -19.6% | -6.5% |
| 3M | -12.0% | -14.2% | +2.2% | -10.7% |
| 6M | -3.5% | +23.7% | -27.3% | -7.1% |
| YTD | +18.6% | +2.1% | +16.5% | +15.7% |
| 1Y | +34.3% | +26.2% | +8.1% | +27.5% |
| 3Y | +28.8% | +470.9% | -442.1% | -1.6% |
| 5Y | +9.6% | -14.0% | +23.6% | -9.5% |
| All | +34.0% | -49.2% | +83.2% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling