+40.9%
KNX vs COO
-7.7%
+48.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -2.3% |
| 7D | +2.5% | +8.4% | -6.0% | +0.2% |
| 30D | -4.4% | +13.5% | -17.9% | -7.9% |
| 3M | -12.7% | -13.8% | +1.1% | -7.6% |
| 6M | +0.9% | +4.7% | -3.8% | -3.0% |
| YTD | +20.3% | -21.4% | +41.7% | +37.5% |
| 1Y | +40.9% | -6.7% | +47.7% | +46.2% |
| All | +40.9% | -7.7% | +48.6% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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