+58.3%
KNX vs PL
+75.7%
-17.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.5% |
| 7D | +2.3% | -13.9% | +16.2% | +3.7% |
| 30D | +0.5% | -25.5% | +25.9% | +3.1% |
| 3M | -14.1% | -44.8% | +30.6% | -9.8% |
| 6M | +19.8% | -33.3% | +53.1% | +21.8% |
| YTD | +32.7% | -12.7% | +45.4% | +30.5% |
| 1Y | +62.3% | +90.9% | -28.6% | +45.8% |
| 3Y | +36.8% | +528.5% | -491.6% | -0.8% |
| 5Y | +41.8% | +72.7% | -31.0% | +3.8% |
| All | +58.3% | +75.7% | -17.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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