+7.3%
KNX vs M
+36.8%
-29.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.0% |
| 7D | +9.2% | +7.0% | +2.2% | +7.5% |
| 30D | +0.9% | +8.9% | -8.0% | -0.8% |
| 3M | -12.7% | +4.5% | -17.2% | -13.4% |
| 6M | +7.3% | +36.2% | -28.9% | +6.9% |
| All | +7.3% | +36.8% | -29.5% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling