+164.3%
KNX vs P
+684.8%
-520.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.8% |
| 7D | -0.5% | -4.1% | +3.6% | +0.1% |
| 30D | +1.0% | -14.0% | +15.0% | +3.1% |
| 3M | -12.6% | +41.4% | -54.1% | -17.5% |
| 6M | +21.1% | +54.2% | -33.1% | +11.8% |
| YTD | +33.2% | +40.4% | -7.2% | +23.9% |
| 1Y | +67.8% | +16.0% | +51.8% | +58.3% |
| 3Y | +37.3% | +140.7% | -103.3% | +9.3% |
| 5Y | +41.1% | +256.3% | -215.2% | +2.6% |
| All | +164.3% | +684.8% | -520.5% | +65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling