+62.3%
KNX vs COMP
+13.3%
+49.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.4% |
| 3M | -14.1% | +30.7% | -44.9% | -18.3% |
| 6M | +19.8% | +18.7% | +1.1% | +14.5% |
| YTD | +32.7% | +1.0% | +31.7% | +29.0% |
| 1Y | +62.3% | +15.1% | +47.2% | +50.3% |
| All | +62.3% | +13.3% | +49.1% | +50.3% |
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