+102.1%
KNX vs COO
+41.1%
+61.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.1% |
| 7D | +9.2% | +0.5% | +8.8% | +9.1% |
| 30D | +0.9% | +14.2% | -13.2% | -3.8% |
| 3M | -12.7% | -18.2% | +5.5% | -7.0% |
| 6M | +7.3% | +5.3% | +2.0% | +3.8% |
| YTD | +23.1% | -23.6% | +46.7% | +33.9% |
| 1Y | +47.1% | -12.7% | +59.7% | +52.3% |
| 3Y | +33.3% | -24.2% | +57.5% | +41.5% |
| 5Y | +12.1% | -40.0% | +52.1% | +26.3% |
| All | +102.1% | +41.1% | +61.0% | +94.6% |
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