+1,066.8%
T vs KNX
+5,045.1%
-3,978.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.4% |
| 7D | -3.1% | +2.3% | -5.4% | -3.4% |
| 30D | +4.6% | +0.5% | +4.1% | +4.4% |
| 3M | +12.2% | -14.1% | +26.4% | +14.3% |
| 6M | -6.5% | +19.8% | -26.2% | -9.4% |
| YTD | +4.9% | +32.7% | -27.8% | -0.1% |
| 1Y | -10.5% | +62.3% | -72.8% | -17.4% |
| 3Y | +104.6% | +36.8% | +67.8% | +90.4% |
| 5Y | +64.2% | +41.8% | +22.4% | +50.3% |
| 10Y | +68.4% | +169.7% | -101.2% | +36.6% |
| All | +1,066.8% | +5,045.1% | -3,978.3% | +594.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling