+38.7%
KNX vs ZBRA
-40.4%
+79.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.4% | -2.2% |
| 7D | -5.6% | -3.4% | -2.2% | -4.4% |
| 30D | -4.4% | -7.4% | +3.0% | -1.7% |
| 3M | -17.3% | +57.5% | -74.8% | -31.1% |
| 6M | +22.6% | +64.0% | -41.4% | -0.1% |
| YTD | +31.1% | +44.3% | -13.1% | +11.5% |
| 1Y | +60.2% | +10.9% | +49.3% | +49.7% |
| 3Y | +35.8% | +37.5% | -1.8% | +14.1% |
| All | +38.7% | -40.4% | +79.1% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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