+41.8%
KNX vs P
+274.2%
-232.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.3% |
| 7D | +2.3% | +5.0% | -2.7% | +1.7% |
| 30D | +0.5% | -0.9% | +1.4% | +0.4% |
| 3M | -14.1% | +38.7% | -52.8% | -18.2% |
| 6M | +19.8% | +54.4% | -34.6% | +11.4% |
| YTD | +32.7% | +44.8% | -12.1% | +23.7% |
| 1Y | +62.3% | +22.5% | +39.8% | +52.5% |
| 3Y | +36.8% | +148.2% | -111.4% | +7.0% |
| 5Y | +41.8% | +268.9% | -227.1% | -0.4% |
| All | +41.8% | +274.2% | -232.4% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling