+629.3%
ON vs KNX
+166.7%
+462.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.5% | +10.0% | +9.3% |
| 7D | +2.4% | -5.6% | +8.0% | +5.4% |
| 30D | -8.6% | -4.4% | -4.2% | -6.6% |
| 3M | -34.3% | -17.3% | -17.0% | -27.7% |
| 6M | +28.5% | +22.6% | +5.9% | +14.5% |
| YTD | +40.6% | +31.1% | +9.5% | +20.2% |
| 1Y | +55.3% | +60.2% | -4.9% | +18.7% |
| 3Y | -22.2% | +35.8% | -57.9% | -36.5% |
| 5Y | +62.4% | +38.9% | +23.5% | +31.7% |
| All | +629.3% | +166.7% | +462.6% | +354.6% |
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