+37.4%
KNX vs COO
-27.8%
+65.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.2% | +3.4% | -0.5% |
| 7D | +2.3% | -9.0% | +11.3% | +5.9% |
| 30D | +0.5% | -16.8% | +17.3% | +7.4% |
| 3M | -14.1% | -7.5% | -6.6% | -12.0% |
| 6M | +19.8% | -16.3% | +36.0% | +27.3% |
| YTD | +32.7% | -22.5% | +55.3% | +45.4% |
| 1Y | +62.3% | -7.0% | +69.3% | +66.0% |
| All | +37.4% | -27.8% | +65.2% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling