+218.5%
KNX vs P
+485.4%
-266.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.6% |
| 7D | +7.4% | +6.5% | +0.8% | +6.5% |
| 30D | +2.0% | +18.8% | -16.9% | -0.6% |
| 3M | -7.9% | +26.7% | -34.6% | -11.3% |
| 6M | +14.4% | +62.2% | -47.8% | +5.8% |
| YTD | +38.9% | +48.5% | -9.6% | +29.3% |
| 1Y | +65.9% | +26.4% | +39.5% | +55.7% |
| 3Y | +35.8% | +159.4% | -123.6% | +10.3% |
| 5Y | +43.3% | +275.8% | -232.5% | +8.3% |
| 10Y | +179.6% | +732.0% | -552.4% | +90.3% |
| All | +218.5% | +485.4% | -266.9% | +115.8% |
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 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