+4,934.8%
KNX vs M
+350.3%
+4,584.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.2% |
| 7D | +7.4% | +4.7% | +2.6% | +6.2% |
| 30D | +2.0% | -9.6% | +11.6% | +4.3% |
| 3M | -7.9% | +0.9% | -8.7% | -8.4% |
| 6M | +14.4% | +22.3% | -7.9% | +8.5% |
| YTD | +38.9% | +6.5% | +32.4% | +35.8% |
| 1Y | +65.9% | +38.8% | +27.1% | +52.0% |
| 3Y | +35.8% | +115.9% | -80.1% | +7.1% |
| 5Y | +43.3% | +28.6% | +14.7% | +19.1% |
| 10Y | +179.6% | -2.5% | +182.2% | +108.9% |
| All | +4,934.8% | +350.3% | +4,584.5% | +2,200.2% |
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