+65.4%
KNX vs P
+32.0%
+33.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.4% |
| 7D | +7.1% | +6.5% | +0.5% | +6.8% |
| 30D | +1.7% | +18.8% | -17.2% | +1.3% |
| 3M | -8.1% | +26.7% | -34.9% | -8.6% |
| 6M | +14.0% | +62.2% | -48.1% | +12.5% |
| YTD | +38.5% | +48.5% | -10.0% | +36.6% |
| 1Y | +65.4% | +26.4% | +39.0% | +57.7% |
| All | +65.4% | +32.0% | +33.4% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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