+39.5%
KNX vs COMP
+6.6%
+32.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | +3.8% | +8.9% | -5.1% | +2.5% |
| 30D | -2.0% | +14.0% | -16.0% | -3.9% |
| 3M | -13.2% | -21.1% | +8.0% | -10.9% |
| 6M | +3.6% | +20.1% | -16.4% | -0.9% |
| YTD | +19.1% | -5.0% | +24.2% | +16.1% |
| 1Y | +39.5% | +5.7% | +33.8% | +33.0% |
| All | +39.5% | +6.6% | +32.9% | +33.0% |
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