+110.2%
T vs KNX
+34.6%
+75.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.0% |
| 7D | +1.5% | -5.6% | +7.1% | +1.7% |
| 30D | +7.5% | -4.4% | +11.9% | +7.6% |
| 3M | +14.8% | -17.3% | +32.1% | +15.7% |
| 6M | -1.7% | +22.6% | -24.4% | -3.1% |
| YTD | +8.7% | +31.1% | -22.5% | +6.7% |
| 1Y | -7.5% | +60.2% | -67.7% | -10.2% |
| 3Y | +110.2% | +35.8% | +74.5% | +111.7% |
| All | +110.2% | +34.6% | +75.7% | +111.7% |
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