+38.7%
KNX vs QS
-74.9%
+113.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.5% | -1.7% |
| 7D | -5.6% | -3.6% | -1.9% | -5.3% |
| 30D | -4.4% | -17.2% | +12.8% | -2.9% |
| 3M | -17.3% | -27.0% | +9.6% | -15.4% |
| 6M | +22.6% | -24.6% | +47.2% | +24.5% |
| YTD | +31.1% | -49.3% | +80.5% | +37.3% |
| 1Y | +60.2% | -40.3% | +100.5% | +62.6% |
| 3Y | +35.8% | -23.8% | +59.6% | +25.3% |
| All | +38.7% | -74.9% | +113.6% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling