+195.8%
ON vs KNX
+2,446.0%
-2,250.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.2% |
| 7D | -1.9% | +2.3% | -4.2% | -3.0% |
| 30D | -11.0% | +0.5% | -11.5% | -11.3% |
| 3M | -39.3% | -14.1% | -25.2% | -35.0% |
| 6M | +19.8% | +19.8% | +0.1% | +9.6% |
| YTD | +31.1% | +32.7% | -1.7% | +13.9% |
| 1Y | +46.0% | +62.3% | -16.3% | +15.1% |
| 3Y | -27.5% | +36.8% | -64.3% | -39.1% |
| 5Y | +56.9% | +41.8% | +15.1% | +30.6% |
| 10Y | +591.8% | +169.7% | +422.1% | +306.2% |
| All | +195.8% | +2,446.0% | -2,250.3% | -17.1% |
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