+9.6%
KNX vs PL
+37.0%
-27.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +14.5% | -9.3% | +3.9% |
| 7D | -0.3% | +10.9% | -11.2% | -1.4% |
| 30D | -4.7% | -16.4% | +11.7% | -3.4% |
| 3M | -12.0% | -39.9% | +28.0% | -8.3% |
| 6M | -3.5% | -63.2% | +59.7% | +4.0% |
| YTD | +18.6% | -27.1% | +45.7% | +18.0% |
| 1Y | +34.3% | +12.2% | +22.1% | +27.2% |
| 3Y | +28.8% | +584.3% | -555.5% | -7.6% |
| 5Y | +9.6% | +37.0% | -27.4% | -15.1% |
| All | +9.6% | +37.0% | -27.4% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling