+186.2%
KNX vs Z
+17.0%
+169.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.8% | -0.7% |
| 7D | +6.4% | -3.3% | +9.6% | +6.9% |
| 30D | +1.4% | -3.7% | +5.1% | +1.8% |
| 3M | -12.0% | -7.0% | -5.1% | -11.5% |
| 6M | +25.2% | -29.5% | +54.7% | +31.2% |
| YTD | +36.6% | -52.6% | +89.2% | +51.8% |
| 1Y | +67.6% | -64.0% | +131.6% | +94.1% |
| 3Y | +40.8% | -36.4% | +77.3% | +46.1% |
| 5Y | +43.3% | -65.8% | +109.1% | +53.5% |
| 10Y | +170.1% | -5.8% | +175.9% | +121.7% |
| All | +186.2% | +17.0% | +169.2% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling