+50.7%
O vs KNX
+166.7%
-116.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -2.9% | -5.6% | +2.7% | -2.1% |
| 30D | -4.5% | -4.4% | -0.1% | -4.0% |
| 3M | -2.6% | -17.3% | +14.7% | -0.3% |
| 6M | -5.6% | +22.6% | -28.3% | -8.7% |
| YTD | +9.3% | +31.1% | -21.9% | +4.4% |
| 1Y | +4.3% | +60.2% | -55.9% | -3.5% |
| 3Y | +27.4% | +35.8% | -8.3% | +19.1% |
| 5Y | +17.1% | +38.9% | -21.9% | +7.7% |
| All | +50.7% | +166.7% | -116.0% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling