+2,792.2%
KR vs KNX
+4,983.8%
-2,191.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.9% |
| 7D | -0.2% | -5.6% | +5.4% | +0.5% |
| 30D | +5.1% | -4.4% | +9.5% | +5.6% |
| 3M | -8.2% | -17.3% | +9.2% | -6.2% |
| 6M | -18.0% | +22.6% | -40.6% | -20.5% |
| YTD | -4.8% | +31.1% | -35.9% | -8.8% |
| 1Y | -11.0% | +60.2% | -71.2% | -17.2% |
| 3Y | +37.7% | +35.8% | +1.9% | +28.8% |
| 5Y | +52.8% | +38.9% | +13.9% | +41.3% |
| 10Y | +128.8% | +166.5% | -37.7% | +88.0% |
| All | +2,792.2% | +4,983.8% | -2,191.6% | +1,747.4% |
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