+208.5%
TER vs KNX
+39.7%
+168.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.7% |
| 7D | +9.4% | -0.5% | +9.9% | +9.6% |
| 30D | -2.4% | +1.0% | -3.5% | -3.0% |
| 3M | +6.5% | -12.6% | +19.2% | +14.7% |
| 6M | +23.2% | +21.1% | +2.1% | +11.6% |
| YTD | +91.5% | +33.2% | +58.3% | +64.6% |
| 1Y | +214.8% | +67.8% | +147.0% | +137.2% |
| 3Y | +275.3% | +37.3% | +238.0% | +202.4% |
| All | +208.5% | +39.7% | +168.7% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling