+58.6%
KNX vs S
-57.1%
+115.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -5.6% | -0.7% | -4.9% | -5.5% |
| 30D | -4.4% | -11.4% | +7.0% | -3.0% |
| 3M | -17.3% | +33.8% | -51.1% | -20.8% |
| 6M | +22.6% | +39.5% | -16.9% | +16.1% |
| YTD | +31.1% | +31.7% | -0.5% | +24.8% |
| 1Y | +60.2% | +7.0% | +53.2% | +56.4% |
| 3Y | +35.8% | +11.8% | +24.0% | +28.8% |
| 5Y | +38.9% | -69.0% | +107.9% | +39.8% |
| All | +58.6% | -57.1% | +115.7% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling