+59.8%
ON vs KNX
+37.6%
+22.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.5% | +10.0% | +9.5% |
| 7D | +2.4% | -5.6% | +8.0% | +6.2% |
| 30D | -8.6% | -4.4% | -4.2% | -6.1% |
| 3M | -34.3% | -17.3% | -17.0% | -26.1% |
| 6M | +28.5% | +22.6% | +5.9% | +10.7% |
| YTD | +40.6% | +31.1% | +9.5% | +14.6% |
| 1Y | +55.3% | +60.2% | -4.9% | +9.3% |
| 3Y | -22.2% | +35.8% | -57.9% | -41.1% |
| All | +59.8% | +37.6% | +22.2% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling