+68.0%
KNX vs S
-56.8%
+124.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +7.4% | -7.7% | +15.1% | +8.5% |
| 30D | +2.0% | -5.3% | +7.3% | +2.5% |
| 3M | -7.9% | +20.3% | -28.1% | -10.5% |
| 6M | +14.4% | +47.4% | -33.0% | +7.4% |
| YTD | +38.9% | +32.5% | +6.4% | +32.1% |
| 1Y | +65.9% | +9.5% | +56.4% | +61.4% |
| 3Y | +35.8% | +15.5% | +20.3% | +28.3% |
| 5Y | +43.3% | -71.2% | +114.5% | +44.7% |
| All | +68.0% | -56.8% | +124.8% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling