+65.6%
KNX vs PL
+84.9%
-19.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.0% | +3.9% |
| 7D | +7.4% | -9.3% | +16.7% | +8.3% |
| 30D | +2.0% | -18.9% | +20.9% | +3.8% |
| 3M | -7.9% | -58.4% | +50.5% | -1.2% |
| 6M | +14.4% | -30.3% | +44.7% | +15.8% |
| YTD | +38.9% | -8.1% | +47.0% | +36.0% |
| 1Y | +65.9% | +180.5% | -114.6% | +41.7% |
| 3Y | +35.8% | +444.1% | -408.3% | -0.1% |
| 5Y | +43.3% | +83.0% | -39.7% | +3.7% |
| All | +65.6% | +84.9% | -19.3% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling