+41.1%
KNX vs S
-70.4%
+111.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -0.5% | +0.1% | -0.5% | -0.5% |
| 30D | +1.0% | -11.8% | +12.8% | +2.6% |
| 3M | -12.6% | +33.9% | -46.6% | -16.5% |
| 6M | +21.1% | +40.1% | -19.0% | +14.3% |
| YTD | +33.2% | +32.1% | +1.1% | +26.5% |
| 1Y | +67.8% | +11.0% | +56.7% | +62.8% |
| 3Y | +37.3% | +16.9% | +20.4% | +29.2% |
| 5Y | +41.1% | -68.9% | +110.0% | +42.6% |
| All | +41.1% | -70.4% | +111.5% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling