-8.6%
ONON vs KNX
+34.6%
-43.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.7% |
| 7D | -2.1% | -5.6% | +3.5% | +0.1% |
| 30D | -11.6% | -4.4% | -7.2% | -10.2% |
| 3M | -30.1% | -17.3% | -12.8% | -25.0% |
| 6M | -30.5% | +22.6% | -53.1% | -37.3% |
| YTD | -41.0% | +31.1% | -72.2% | -48.5% |
| 1Y | -36.7% | +60.2% | -96.9% | -49.7% |
| 3Y | -8.6% | +35.8% | -44.4% | -20.5% |
| All | -8.6% | +34.6% | -43.2% | -20.5% |
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