+38.7%
KNX vs QSR
+40.5%
-1.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.7% |
| 7D | -5.6% | -4.0% | -1.6% | -4.3% |
| 30D | -4.4% | +2.8% | -7.2% | -5.3% |
| 3M | -17.3% | +5.1% | -22.4% | -18.8% |
| 6M | +22.6% | +8.8% | +13.8% | +18.5% |
| YTD | +31.1% | +14.8% | +16.3% | +24.0% |
| 1Y | +60.2% | +25.7% | +34.5% | +46.3% |
| 3Y | +35.8% | +27.5% | +8.2% | +21.4% |
| All | +38.7% | +40.5% | -1.8% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling