+5.2%
LOW vs KNX
+37.6%
-32.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.7% |
| 7D | -3.7% | -5.6% | +1.9% | -1.8% |
| 30D | -8.9% | -4.4% | -4.5% | -7.6% |
| 3M | -10.4% | -17.3% | +6.9% | -4.7% |
| 6M | -19.4% | +22.6% | -42.0% | -26.3% |
| YTD | -17.1% | +31.1% | -48.3% | -26.4% |
| 1Y | -26.3% | +60.2% | -86.5% | -39.9% |
| 3Y | -9.9% | +35.8% | -45.6% | -23.9% |
| All | +5.2% | +37.6% | -32.3% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling