+2,774.3%
KNX vs KMX
+450.2%
+2,324.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -0.5% | -3.4% | +2.9% | +0.2% |
| 30D | +1.0% | +4.0% | -3.0% | +0.2% |
| 3M | -12.6% | +24.8% | -37.4% | -16.9% |
| 6M | +21.1% | +43.6% | -22.5% | +11.5% |
| YTD | +33.2% | +56.6% | -23.4% | +20.1% |
| 1Y | +67.8% | +2.2% | +65.5% | +62.5% |
| 3Y | +37.3% | -25.4% | +62.8% | +40.2% |
| 5Y | +41.1% | -55.0% | +96.1% | +54.5% |
| 10Y | +170.6% | +9.6% | +161.0% | +143.6% |
| All | +2,774.3% | +450.2% | +2,324.1% | +1,616.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling