+40.9%
KNX vs P
+19.7%
+21.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.6% |
| 7D | +2.5% | -19.4% | +21.8% | +2.8% |
| 30D | -4.4% | -22.3% | +17.9% | -4.1% |
| 3M | -12.7% | +33.2% | -45.9% | -13.3% |
| 6M | +0.9% | +53.6% | -52.7% | -0.1% |
| YTD | +20.3% | +66.8% | -46.5% | +18.8% |
| 1Y | +40.9% | +17.5% | +23.4% | +37.8% |
| All | +40.9% | +19.7% | +21.2% | +37.8% |
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