+40.6%
KNX vs COO
-43.5%
+84.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.2% | +3.4% | -0.2% |
| 7D | +2.3% | -9.0% | +11.3% | +6.3% |
| 30D | +0.5% | -16.8% | +17.3% | +8.3% |
| 3M | -14.1% | -7.5% | -6.6% | -11.7% |
| 6M | +19.8% | -16.3% | +36.0% | +28.2% |
| YTD | +32.7% | -22.5% | +55.3% | +46.9% |
| 1Y | +62.3% | -7.0% | +69.3% | +65.9% |
| 3Y | +36.8% | -27.5% | +64.3% | +49.6% |
| All | +40.6% | -43.5% | +84.1% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling