+40.9%
KNX vs QS
-71.4%
+112.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -1.7% |
| 7D | +2.5% | +4.5% | -2.0% | +1.8% |
| 30D | -4.4% | -4.1% | -0.3% | -4.2% |
| 3M | -12.7% | -22.1% | +9.5% | -10.3% |
| 6M | +0.9% | -38.4% | +39.3% | +5.1% |
| YTD | +20.3% | -57.5% | +77.8% | +29.7% |
| 1Y | +40.9% | -71.3% | +112.3% | +58.4% |
| All | +40.9% | -71.4% | +112.4% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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