+58.9%
KNX vs Q
+75.3%
-16.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -2.1% |
| 7D | +6.4% | +6.7% | -0.4% | +5.0% |
| 30D | +1.4% | -10.6% | +12.0% | +3.5% |
| 3M | -12.0% | -14.6% | +2.6% | -9.9% |
| 6M | +25.2% | +12.1% | +13.1% | +18.1% |
| YTD | +36.6% | +51.3% | -14.7% | +24.2% |
| All | +58.9% | +75.3% | -16.4% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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