+40.9%
KNX vs S
+36.5%
+4.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -0.9% |
| 7D | +2.5% | -8.2% | +10.7% | +3.3% |
| 30D | -4.4% | -7.6% | +3.2% | -3.7% |
| 3M | -12.7% | +12.0% | -24.6% | -14.0% |
| 6M | +0.9% | +50.6% | -49.7% | -3.4% |
| YTD | +20.3% | +56.6% | -36.3% | +13.8% |
| 1Y | +40.9% | +39.2% | +1.7% | +35.1% |
| All | +40.9% | +36.5% | +4.5% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling