+5,982.1%
LOW vs KNX
+5,063.1%
+919.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -11.1% | +1.0% | -12.2% | -11.6% |
| 3M | -8.5% | -12.6% | +4.1% | -5.5% |
| 6M | -20.8% | +21.1% | -41.9% | -25.4% |
| YTD | -17.2% | +33.2% | -50.4% | -24.2% |
| 1Y | -24.7% | +67.8% | -92.5% | -35.6% |
| 3Y | -9.7% | +37.3% | -47.1% | -19.8% |
| 5Y | +6.0% | +41.1% | -35.1% | -7.3% |
| 10Y | +230.5% | +170.6% | +59.8% | +135.3% |
| All | +5,982.1% | +5,063.1% | +919.1% | +2,357.0% |
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 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