+160.2%
KNX vs QSR
+135.2%
+25.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.7% |
| 7D | -5.6% | -4.0% | -1.6% | -4.4% |
| 30D | -4.4% | +2.8% | -7.2% | -5.2% |
| 3M | -17.3% | +5.1% | -22.4% | -18.6% |
| 6M | +22.6% | +8.8% | +13.8% | +19.1% |
| YTD | +31.1% | +14.8% | +16.3% | +25.1% |
| 1Y | +60.2% | +25.7% | +34.5% | +48.4% |
| 3Y | +35.8% | +27.5% | +8.2% | +24.1% |
| 5Y | +38.9% | +41.3% | -2.3% | +21.9% |
| All | +160.2% | +135.2% | +25.1% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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