+62.3%
KNX vs PL
+99.3%
-37.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.6% |
| 7D | +2.3% | -13.9% | +16.2% | +3.1% |
| 30D | +0.5% | -25.5% | +25.9% | +2.0% |
| 3M | -14.1% | -44.8% | +30.6% | -11.7% |
| 6M | +19.8% | -33.3% | +53.1% | +23.1% |
| YTD | +32.7% | -12.7% | +45.4% | +34.6% |
| 1Y | +62.3% | +90.9% | -28.6% | +53.1% |
| All | +62.3% | +99.3% | -37.0% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling