+177.9%
KO vs KNX
+170.9%
+7.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +1.6% | +1.0% | +0.5% | +1.3% |
| 3M | +5.8% | -12.6% | +18.4% | +7.2% |
| 6M | +14.3% | +21.1% | -6.8% | +11.0% |
| YTD | +27.3% | +33.2% | -5.9% | +21.8% |
| 1Y | +33.2% | +67.8% | -34.6% | +23.2% |
| 3Y | +64.5% | +37.3% | +27.2% | +53.9% |
| 5Y | +83.1% | +41.1% | +42.0% | +68.3% |
| All | +177.9% | +170.9% | +7.0% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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