+4,711.0%
KNX vs OMC
+2,413.9%
+2,297.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -1.6% |
| 7D | +2.3% | -4.2% | +6.6% | +3.9% |
| 30D | +0.5% | -7.5% | +8.0% | +3.1% |
| 3M | -14.1% | +4.6% | -18.8% | -16.1% |
| 6M | +19.8% | -4.8% | +24.6% | +20.6% |
| YTD | +32.7% | -1.0% | +33.8% | +30.4% |
| 1Y | +62.3% | +3.8% | +58.5% | +56.3% |
| 3Y | +36.8% | +10.2% | +26.6% | +28.0% |
| 5Y | +41.8% | +29.7% | +12.0% | +22.9% |
| 10Y | +169.7% | +32.3% | +137.4% | +122.0% |
| All | +4,711.0% | +2,413.9% | +2,297.1% | +2,226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling