+182.2%
KNX vs P
+535.2%
-353.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.2% | +3.6% |
| 7D | +9.2% | +11.6% | -2.4% | +7.7% |
| 30D | +0.9% | -23.7% | +24.6% | +3.9% |
| 3M | -12.7% | -8.0% | -4.7% | -12.7% |
| 6M | +7.3% | +27.9% | -20.6% | +1.9% |
| YTD | +23.1% | +61.2% | -38.1% | +12.3% |
| 1Y | +47.1% | +28.6% | +18.4% | +36.8% |
| 3Y | +33.3% | +200.5% | -167.2% | +5.1% |
| 5Y | +12.1% | +282.9% | -270.8% | -16.3% |
| 10Y | +106.9% | +665.9% | -559.0% | +38.2% |
| All | +182.2% | +535.2% | -353.0% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling