+40.8%
KNX vs P
+159.9%
-119.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | +6.4% | +7.8% | -1.5% | +5.6% |
| 30D | +1.4% | +12.3% | -10.9% | +0.2% |
| 3M | -12.0% | +37.1% | -49.1% | -15.0% |
| 6M | +25.2% | +66.1% | -40.9% | +17.8% |
| YTD | +36.6% | +50.9% | -14.3% | +29.2% |
| 1Y | +67.6% | +27.2% | +40.4% | +59.2% |
| 3Y | +40.8% | +158.7% | -117.9% | +18.6% |
| All | +40.8% | +159.9% | -119.1% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling