-33.2%
KWEB vs KNX
+34.4%
-67.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.0% |
| 7D | +8.6% | -2.7% | +11.4% | +8.7% |
| 30D | +0.9% | -8.0% | +8.9% | +1.2% |
| 3M | -13.2% | -15.8% | +2.5% | -12.5% |
| 6M | -13.2% | -3.0% | -10.3% | -13.4% |
| YTD | -27.3% | +14.7% | -42.0% | -29.4% |
| 1Y | -33.2% | +35.0% | -68.3% | -36.0% |
| All | -33.2% | +34.4% | -67.7% | -36.0% |
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