+4,850.9%
KNX vs COO
+7,303.1%
-2,452.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.1% | -1.1% |
| 7D | +6.4% | -2.3% | +8.7% | +6.9% |
| 30D | +1.4% | -8.8% | +10.2% | +3.2% |
| 3M | -12.0% | +1.3% | -13.4% | -12.4% |
| 6M | +25.2% | -11.6% | +36.7% | +27.9% |
| YTD | +36.6% | -17.4% | +54.0% | +41.6% |
| 1Y | +67.6% | -1.6% | +69.2% | +67.7% |
| 3Y | +40.8% | -22.6% | +63.5% | +46.3% |
| 5Y | +43.3% | -40.3% | +83.7% | +55.3% |
| 10Y | +170.1% | +45.2% | +124.9% | +147.0% |
| All | +4,850.9% | +7,303.1% | -2,452.2% | +2,794.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling