+160.2%
KNX vs Z
-2.5%
+162.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -2.2% |
| 7D | -5.6% | -6.0% | +0.5% | -4.7% |
| 30D | -4.4% | -2.3% | -2.1% | -4.3% |
| 3M | -17.3% | -0.6% | -16.7% | -17.7% |
| 6M | +22.6% | -27.6% | +50.2% | +28.1% |
| YTD | +31.1% | -52.4% | +83.5% | +45.9% |
| 1Y | +60.2% | -63.6% | +123.8% | +85.7% |
| 3Y | +35.8% | -36.4% | +72.1% | +40.9% |
| 5Y | +38.9% | -64.6% | +103.5% | +48.0% |
| All | +160.2% | -2.5% | +162.7% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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