+70.3%
T vs KNX
+166.7%
-96.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.2% |
| 7D | +1.5% | -5.6% | +7.1% | +2.3% |
| 30D | +7.5% | -4.4% | +11.9% | +8.0% |
| 3M | +14.8% | -17.3% | +32.1% | +17.7% |
| 6M | -1.7% | +22.6% | -24.4% | -5.5% |
| YTD | +8.7% | +31.1% | -22.5% | +3.2% |
| 1Y | -7.5% | +60.2% | -67.7% | -15.2% |
| 3Y | +110.2% | +35.8% | +74.5% | +94.5% |
| 5Y | +71.6% | +38.9% | +32.7% | +55.4% |
| All | +70.3% | +166.7% | -96.5% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling