+37.4%
KNX vs S
+13.6%
+23.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | +0.5% | -12.6% | +13.0% | +2.6% |
| 3M | -14.1% | +27.6% | -41.7% | -18.1% |
| 6M | +19.8% | +35.5% | -15.7% | +12.1% |
| YTD | +32.7% | +29.6% | +3.1% | +24.8% |
| 1Y | +62.3% | +8.1% | +54.2% | +57.3% |
| All | +37.4% | +13.6% | +23.8% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling