-22.9%
SPOT vs KNX
+68.2%
-91.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -6.9% | -2.9% |
| 7D | -0.9% | +7.4% | -8.3% | -0.5% |
| 30D | +12.5% | +2.0% | +10.5% | +12.7% |
| 3M | +9.9% | -7.9% | +17.8% | +9.9% |
| 6M | +1.6% | +14.4% | -12.8% | +1.6% |
| YTD | -6.6% | +38.9% | -45.5% | -5.1% |
| 1Y | -22.9% | +65.9% | -88.8% | -18.0% |
| All | -22.9% | +68.2% | -91.1% | -18.0% |
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