+65.9%
KNX vs OSCR
+75.7%
-9.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.8% |
| 7D | +7.4% | +5.8% | +1.5% | +6.7% |
| 30D | +2.0% | +7.1% | -5.1% | +1.0% |
| 3M | -7.9% | +36.7% | -44.5% | -11.6% |
| 6M | +14.4% | +114.3% | -99.9% | +1.5% |
| YTD | +38.9% | +124.4% | -85.5% | +22.5% |
| 1Y | +65.9% | +75.5% | -9.6% | +51.0% |
| All | +65.9% | +75.7% | -9.9% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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