-39.2%
ONON vs KNX
+67.7%
-106.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -2.4% |
| 7D | -3.0% | +7.1% | -10.0% | -5.1% |
| 30D | -26.7% | +1.7% | -28.4% | -27.2% |
| 3M | -25.3% | -8.1% | -17.2% | -23.5% |
| 6M | -35.3% | +14.0% | -49.3% | -39.4% |
| YTD | -39.8% | +38.5% | -78.3% | -47.1% |
| 1Y | -39.2% | +65.4% | -104.6% | -49.4% |
| All | -39.2% | +67.7% | -106.9% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling