+160.2%
KNX vs COO
+17.0%
+143.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -5.6% | -22.5% | +16.9% | +2.7% |
| 30D | -4.4% | -29.7% | +25.3% | +7.6% |
| 3M | -17.3% | -20.1% | +2.8% | -11.3% |
| 6M | +22.6% | -26.9% | +49.5% | +35.5% |
| YTD | +31.1% | -34.2% | +65.4% | +50.7% |
| 1Y | +60.2% | -21.3% | +81.5% | +72.2% |
| 3Y | +35.8% | -38.7% | +74.4% | +55.6% |
| 5Y | +38.9% | -52.2% | +91.1% | +68.9% |
| All | +160.2% | +17.0% | +143.3% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling