+65.4%
KNX vs JBL
+52.3%
+13.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +7.1% | +3.0% | +4.0% | +6.5% |
| 30D | +1.7% | -8.3% | +9.9% | +3.3% |
| 3M | -8.1% | -16.9% | +8.8% | -5.1% |
| 6M | +14.0% | +21.8% | -7.7% | +10.8% |
| YTD | +38.5% | +36.3% | +2.2% | +33.8% |
| 1Y | +65.4% | +49.5% | +15.9% | +57.7% |
| All | +65.4% | +52.3% | +13.1% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling