+65.9%
KNX vs QS
-46.4%
+112.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.5% | -1.6% |
| 7D | -5.6% | -3.6% | -1.9% | -5.4% |
| 30D | -4.4% | -17.2% | +12.8% | -3.5% |
| 3M | -17.3% | -27.0% | +9.6% | -16.2% |
| 6M | +22.6% | -24.6% | +47.2% | +23.7% |
| YTD | +31.1% | -49.3% | +80.5% | +34.5% |
| 1Y | +60.2% | -40.3% | +100.5% | +61.8% |
| 3Y | +35.8% | -23.8% | +59.6% | +31.2% |
| 5Y | +38.9% | -75.0% | +113.9% | +35.1% |
| All | +65.9% | -46.4% | +112.3% | +67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling