+133.4%
KR vs KNX
+166.7%
-33.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.9% |
| 7D | -0.2% | -5.6% | +5.4% | +0.4% |
| 30D | +5.1% | -4.4% | +9.5% | +5.5% |
| 3M | -8.2% | -17.3% | +9.2% | -6.5% |
| 6M | -18.0% | +22.6% | -40.6% | -20.1% |
| YTD | -4.8% | +31.1% | -35.9% | -8.3% |
| 1Y | -11.0% | +60.2% | -71.2% | -16.7% |
| 3Y | +37.7% | +35.8% | +1.9% | +29.8% |
| 5Y | +52.8% | +38.9% | +13.9% | +41.9% |
| All | +133.4% | +166.7% | -33.4% | +90.9% |
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