+37.7%
KR vs KNX
+34.6%
+3.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.6% |
| 7D | -0.2% | -5.6% | +5.4% | -0.4% |
| 30D | +5.1% | -4.4% | +9.5% | +4.9% |
| 3M | -8.2% | -17.3% | +9.2% | -8.9% |
| 6M | -18.0% | +22.6% | -40.6% | -17.0% |
| YTD | -4.8% | +31.1% | -35.9% | -3.6% |
| 1Y | -11.0% | +60.2% | -71.2% | -9.7% |
| 3Y | +37.7% | +35.8% | +1.9% | +43.6% |
| All | +37.7% | +34.6% | +3.1% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling