+68.5%
KNX vs QS
-47.4%
+115.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.5% | -5.0% | +4.5% | -0.2% |
| 30D | +1.0% | -18.3% | +19.3% | +2.0% |
| 3M | -12.6% | -26.0% | +13.4% | -11.5% |
| 6M | +21.1% | -24.0% | +45.1% | +22.1% |
| YTD | +33.2% | -50.3% | +83.5% | +36.8% |
| 1Y | +67.8% | -38.0% | +105.7% | +69.2% |
| 3Y | +37.3% | -24.6% | +61.9% | +32.8% |
| 5Y | +41.1% | -75.4% | +116.5% | +37.4% |
| All | +68.5% | -47.4% | +115.9% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling