+85.0%
KNX vs JAAA
+29.4%
+55.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.7% |
| 7D | -5.6% | +0.1% | -5.7% | -5.8% |
| 30D | -4.4% | +0.5% | -4.9% | -5.5% |
| 3M | -17.3% | +1.3% | -18.6% | -19.6% |
| 6M | +22.6% | +2.8% | +19.8% | +15.3% |
| YTD | +31.1% | +3.3% | +27.9% | +22.1% |
| 1Y | +60.2% | +4.9% | +55.3% | +43.9% |
| 3Y | +35.8% | +19.0% | +16.8% | +3.6% |
| 5Y | +38.9% | +26.9% | +12.0% | -2.0% |
| All | +85.0% | +29.4% | +55.7% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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