+6.3%
KNX vs COMP
-17.6%
+23.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.5% | -3.1% |
| 7D | -3.9% | +13.4% | -17.3% | -5.5% |
| 30D | -8.2% | +11.1% | -19.3% | -9.6% |
| 3M | -15.4% | -18.8% | +3.4% | -13.6% |
| 6M | -8.6% | +10.5% | -19.1% | -10.9% |
| YTD | +12.7% | -3.4% | +16.1% | +10.6% |
| 1Y | +33.4% | +19.7% | +13.7% | +27.1% |
| 3Y | +19.6% | +381.6% | -362.0% | -8.2% |
| All | +6.3% | -17.6% | +23.9% | -7.0% |
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 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