-22.2%
ON vs KNX
+34.6%
-56.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.5% | +10.0% | +9.4% |
| 7D | +2.4% | -5.6% | +8.0% | +5.7% |
| 30D | -8.6% | -4.4% | -4.2% | -6.4% |
| 3M | -34.3% | -17.3% | -17.0% | -27.0% |
| 6M | +28.5% | +22.6% | +5.9% | +12.9% |
| YTD | +40.6% | +31.1% | +9.5% | +17.8% |
| 1Y | +55.3% | +60.2% | -4.9% | +14.4% |
| 3Y | -22.2% | +35.8% | -57.9% | -35.6% |
| All | -22.2% | +34.6% | -56.7% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling