+65.4%
KNX vs QS
-28.5%
+93.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +7.1% | -2.3% | +9.4% | +7.2% |
| 30D | +1.7% | -0.7% | +2.4% | +1.7% |
| 3M | -8.1% | -39.6% | +31.5% | -6.2% |
| 6M | +14.0% | -21.7% | +35.7% | +14.8% |
| YTD | +38.5% | -47.4% | +85.9% | +40.1% |
| 1Y | +65.4% | -28.4% | +93.8% | +75.6% |
| All | +65.4% | -28.5% | +93.9% | +75.6% |
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