+314.9%
KNX vs COPX
+179.5%
+135.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -2.3% | -3.2% | -5.0% |
| 30D | -4.4% | +0.3% | -4.7% | -4.8% |
| 3M | -17.3% | +6.8% | -24.1% | -19.7% |
| 6M | +22.6% | +7.9% | +14.7% | +17.1% |
| YTD | +31.1% | +23.7% | +7.4% | +18.6% |
| 1Y | +60.2% | +71.5% | -11.3% | +29.5% |
| 3Y | +35.8% | +149.1% | -113.3% | -5.9% |
| 5Y | +38.9% | +167.3% | -128.4% | -9.0% |
| 10Y | +166.5% | +568.5% | -402.1% | +17.3% |
| All | +314.9% | +179.5% | +135.4% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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