+37.3%
KNX vs PL
+7.9%
+29.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | -1.1% | +5.6% | -6.7% | -1.6% |
| 30D | -3.7% | -16.9% | +13.3% | -2.8% |
| 3M | -9.3% | -38.2% | +28.9% | -7.0% |
| 6M | -2.5% | -63.4% | +60.9% | +2.1% |
| YTD | +19.8% | -27.6% | +47.5% | +21.8% |
| 1Y | +37.3% | +6.6% | +30.7% | +35.7% |
| All | +37.3% | +7.9% | +29.4% | +35.7% |
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