+4,727.8%
KNX vs ZBRA
+4,200.1%
+527.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -0.5% | -3.8% | +3.3% | +0.4% |
| 30D | +1.0% | -10.2% | +11.2% | +3.7% |
| 3M | -12.6% | +58.7% | -71.3% | -22.4% |
| 6M | +21.1% | +61.9% | -40.8% | +6.6% |
| YTD | +33.2% | +41.7% | -8.5% | +20.7% |
| 1Y | +67.8% | +12.4% | +55.4% | +60.2% |
| 3Y | +37.3% | +34.2% | +3.1% | +24.3% |
| 5Y | +41.1% | -40.8% | +81.8% | +49.0% |
| 10Y | +170.6% | +420.3% | -249.7% | +77.3% |
| All | +4,727.8% | +4,200.1% | +527.7% | +2,305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling