+43.3%
KNX vs PL
+79.0%
-35.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | +6.4% | -7.5% | +13.9% | +7.1% |
| 30D | +1.4% | -25.6% | +27.0% | +4.1% |
| 3M | -12.0% | -45.6% | +33.6% | -7.5% |
| 6M | +25.2% | -29.5% | +54.7% | +26.6% |
| YTD | +36.6% | -9.7% | +46.3% | +33.9% |
| 1Y | +67.6% | +84.4% | -16.8% | +51.2% |
| 3Y | +40.8% | +550.0% | -509.2% | +1.9% |
| 5Y | +43.3% | +79.0% | -35.6% | +8.4% |
| All | +43.3% | +79.0% | -35.6% | +8.4% |
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