+160.2%
KNX vs KMX
+11.6%
+148.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.9% |
| 7D | -5.6% | -3.1% | -2.5% | -4.7% |
| 30D | -4.4% | +4.4% | -8.9% | -5.7% |
| 3M | -17.3% | +18.9% | -36.2% | -22.2% |
| 6M | +22.6% | +44.3% | -21.7% | +7.7% |
| YTD | +31.1% | +58.7% | -27.5% | +11.2% |
| 1Y | +60.2% | +0.1% | +60.1% | +53.6% |
| 3Y | +35.8% | -24.4% | +60.2% | +39.4% |
| 5Y | +38.9% | -54.4% | +93.3% | +58.3% |
| All | +160.2% | +11.6% | +148.6% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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