+33.6%
KO vs KNX
+67.9%
-34.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.5% |
| 3M | +5.8% | -12.6% | +18.4% | +5.9% |
| 6M | +14.3% | +21.1% | -6.8% | +13.6% |
| YTD | +27.3% | +33.2% | -5.9% | +26.6% |
| All | +33.6% | +67.9% | -34.4% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling