+4,263.4%
KNX vs M
+389.6%
+3,873.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | 0.0% | -3.3% | +3.4% | +0.8% |
| 30D | -3.3% | +8.1% | -11.4% | -5.2% |
| 3M | -8.7% | +2.2% | -10.9% | -9.5% |
| 6M | +1.3% | +35.1% | -33.8% | -6.4% |
| YTD | +20.4% | +15.8% | +4.6% | +15.0% |
| 1Y | +42.4% | +25.8% | +16.6% | +33.3% |
| 3Y | +30.1% | +156.2% | -126.2% | -1.6% |
| 5Y | +11.7% | -2.4% | +14.0% | -0.5% |
| 10Y | +102.3% | -7.1% | +109.4% | +53.4% |
| All | +4,263.4% | +389.6% | +3,873.8% | +1,848.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling