+19.6%
KNX vs COMP
+353.8%
-334.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.5% | -3.2% |
| 7D | -3.9% | +13.4% | -17.3% | -5.6% |
| 30D | -8.2% | +11.1% | -19.3% | -9.7% |
| 3M | -15.4% | -18.8% | +3.4% | -13.6% |
| 6M | -8.6% | +10.5% | -19.1% | -11.0% |
| YTD | +12.7% | -3.4% | +16.1% | +10.3% |
| 1Y | +33.4% | +19.7% | +13.7% | +26.6% |
| 3Y | +19.6% | +381.6% | -362.0% | -12.3% |
| All | +19.6% | +353.8% | -334.2% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling