+4,931.8%
O vs KNX
+5,045.1%
-113.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.0% |
| 7D | -2.3% | +2.3% | -4.6% | -2.7% |
| 30D | -2.4% | +0.5% | -2.9% | -2.7% |
| 3M | -0.6% | -14.1% | +13.6% | +2.0% |
| 6M | -5.0% | +19.8% | -24.8% | -9.0% |
| YTD | +10.4% | +32.7% | -22.3% | +3.3% |
| 1Y | +6.6% | +62.3% | -55.8% | -4.6% |
| 3Y | +28.4% | +36.8% | -8.4% | +16.4% |
| 5Y | +15.3% | +41.8% | -26.5% | +2.1% |
| 10Y | +55.3% | +169.7% | -114.4% | +14.5% |
| All | +4,931.8% | +5,045.1% | -113.3% | +2,794.5% |
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