+50.0%
KNX vs COMP
-49.7%
+99.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.7% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +0.5% | -13.9% | +14.3% | +2.2% |
| 3M | -14.1% | +30.7% | -44.9% | -17.3% |
| 6M | +19.8% | +18.7% | +1.1% | +15.6% |
| YTD | +32.7% | +1.0% | +31.7% | +30.1% |
| 1Y | +62.3% | +15.1% | +47.2% | +56.0% |
| 3Y | +36.8% | +219.8% | -182.9% | +11.6% |
| 5Y | +41.8% | -28.7% | +70.4% | +17.5% |
| All | +50.0% | -49.7% | +99.7% | +21.2% |
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