+160.2%
KNX vs JBL
+1,558.3%
-1,398.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.6% | -3.0% |
| 7D | -5.6% | +2.4% | -8.0% | -6.3% |
| 30D | -4.4% | -13.1% | +8.7% | -0.7% |
| 3M | -17.3% | -15.6% | -1.7% | -13.8% |
| 6M | +22.6% | +24.6% | -1.9% | +13.4% |
| YTD | +31.1% | +39.6% | -8.5% | +16.8% |
| 1Y | +60.2% | +48.6% | +11.6% | +38.9% |
| 3Y | +35.8% | +197.3% | -161.5% | -8.9% |
| 5Y | +38.9% | +413.0% | -374.1% | -23.7% |
| All | +160.2% | +1,558.3% | -1,398.1% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling