+746.4%
TEAM vs KNX
+216.9%
+529.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +1.6% |
| 7D | -4.7% | +2.3% | -7.0% | -5.3% |
| 30D | +17.0% | +0.5% | +16.6% | +16.7% |
| 3M | +85.9% | -14.1% | +100.0% | +93.3% |
| 6M | +116.7% | +19.8% | +96.9% | +102.6% |
| YTD | +9.6% | +32.7% | -23.1% | -1.4% |
| 1Y | -2.5% | +62.3% | -64.9% | -18.3% |
| 3Y | -14.0% | +36.8% | -50.8% | -25.2% |
| 5Y | -53.1% | +41.8% | -94.8% | -59.5% |
| 10Y | +502.9% | +169.7% | +333.2% | +326.7% |
| All | +746.4% | +216.9% | +529.5% | +474.0% |
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 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