+160.2%
KNX vs M
-3.0%
+163.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -3.0% |
| 7D | -5.6% | -4.2% | -1.4% | -4.9% |
| 30D | -4.4% | -7.2% | +2.8% | -3.2% |
| 3M | -17.3% | -11.1% | -6.2% | -15.7% |
| 6M | +22.6% | +28.8% | -6.2% | +16.2% |
| YTD | +31.1% | +2.0% | +29.1% | +29.7% |
| 1Y | +60.2% | +31.3% | +29.0% | +50.8% |
| 3Y | +35.8% | +119.1% | -83.3% | +12.4% |
| 5Y | +38.9% | +29.7% | +9.2% | +20.8% |
| All | +160.2% | -3.0% | +163.2% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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