-21.1%
LOW vs KNX
+67.7%
-88.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.5% |
| 7D | -1.7% | +7.1% | -8.8% | -3.2% |
| 30D | -7.0% | +1.7% | -8.7% | -7.5% |
| 3M | -0.9% | -8.1% | +7.3% | +0.7% |
| 6M | -20.1% | +14.0% | -34.1% | -23.5% |
| YTD | -13.9% | +38.5% | -52.4% | -20.2% |
| 1Y | -21.1% | +65.4% | -86.6% | -28.0% |
| All | -21.1% | +67.7% | -88.8% | -28.0% |
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