+44.6%
KNX vs COMP
-31.2%
+75.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.2% | +3.7% |
| 7D | +7.4% | +1.4% | +6.0% | +7.2% |
| 30D | +2.0% | -13.3% | +15.3% | +3.7% |
| 3M | -7.9% | +41.1% | -49.0% | -12.3% |
| 6M | +14.4% | +17.2% | -2.8% | +10.4% |
| YTD | +38.9% | +5.2% | +33.7% | +35.3% |
| 1Y | +65.9% | +18.9% | +47.0% | +58.5% |
| 3Y | +35.8% | +215.9% | -180.1% | +9.8% |
| All | +44.6% | -31.2% | +75.8% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling