+27.1%
KORU vs KNX
+396.7%
-369.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.5% | +10.5% | +10.1% |
| 7D | -1.7% | -5.6% | +3.9% | +2.3% |
| 30D | +13.5% | -4.4% | +17.9% | +18.2% |
| 3M | -45.2% | -17.3% | -27.9% | -36.2% |
| 6M | +17.1% | +22.6% | -5.5% | +6.5% |
| YTD | +154.1% | +31.1% | +123.0% | +121.2% |
| 1Y | +375.7% | +60.2% | +315.5% | +256.3% |
| 3Y | +474.0% | +35.8% | +438.3% | +365.8% |
| 5Y | +60.4% | +38.9% | +21.5% | +30.5% |
| 10Y | +82.6% | +166.5% | -83.8% | -7.0% |
| All | +27.1% | +396.7% | -369.6% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling