+48.9%
KNX vs S
-51.7%
+100.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | +9.2% | +2.0% | +7.3% | +8.9% |
| 30D | +0.9% | -2.7% | +3.7% | +1.1% |
| 3M | -12.7% | -6.9% | -5.8% | -12.4% |
| 6M | +7.3% | +38.1% | -30.7% | +1.7% |
| YTD | +23.1% | +48.0% | -24.9% | +14.7% |
| 1Y | +47.1% | +34.5% | +12.6% | +38.6% |
| 3Y | +33.3% | +38.3% | -5.1% | +22.6% |
| 5Y | +12.1% | -70.9% | +83.0% | +12.3% |
| All | +48.9% | -51.7% | +100.7% | +44.7% |
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 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