+37.4%
KNX vs M
+106.8%
-69.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -1.8% |
| 7D | +2.3% | -4.1% | +6.4% | +3.4% |
| 30D | +0.5% | -13.6% | +14.1% | +4.0% |
| 3M | -14.1% | -2.3% | -11.9% | -14.0% |
| 6M | +19.8% | +21.9% | -2.1% | +13.4% |
| YTD | +32.7% | -0.6% | +33.3% | +31.5% |
| 1Y | +62.3% | +29.7% | +32.6% | +50.7% |
| All | +37.4% | +106.8% | -69.4% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling