+60.2%
KNX vs OMC
+7.0%
+53.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.5% |
| 7D | -5.6% | -4.4% | -1.2% | -5.0% |
| 30D | -4.4% | -7.6% | +3.2% | -3.5% |
| 3M | -17.3% | +4.5% | -21.8% | -18.1% |
| 6M | +22.6% | -0.3% | +22.9% | +22.7% |
| YTD | +31.1% | -0.1% | +31.3% | +33.3% |
| 1Y | +60.2% | +4.6% | +55.6% | +58.1% |
| All | +60.2% | +7.0% | +53.2% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling