+65.9%
KNX vs S
+10.1%
+55.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +7.4% | -7.7% | +15.1% | +8.4% |
| 30D | +2.0% | -5.3% | +7.3% | +2.6% |
| 3M | -7.9% | +20.3% | -28.1% | -9.9% |
| 6M | +14.4% | +47.4% | -33.0% | +8.3% |
| YTD | +38.9% | +32.5% | +6.4% | +33.1% |
| 1Y | +65.9% | +9.5% | +56.4% | +63.0% |
| All | +65.9% | +10.1% | +55.8% | +63.0% |
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