-1.9%
KWEB vs KNX
+34.6%
-36.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -5.6% | -5.6% | 0.0% | -4.7% |
| 30D | -10.7% | -4.4% | -6.3% | -10.1% |
| 3M | -7.4% | -17.3% | +9.9% | -4.7% |
| 6M | -19.3% | +22.6% | -41.9% | -22.9% |
| YTD | -27.8% | +31.1% | -58.9% | -32.1% |
| 1Y | -35.9% | +60.2% | -96.1% | -42.5% |
| 3Y | -1.9% | +35.8% | -37.7% | -9.6% |
| All | -1.9% | +34.6% | -36.5% | -9.6% |
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