+5,273.3%
TER vs KNX
+5,194.7%
+78.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.9% |
| 7D | +11.0% | +6.4% | +4.6% | +8.3% |
| 30D | -1.9% | +1.4% | -3.3% | -2.3% |
| 3M | -0.7% | -12.0% | +11.4% | +4.6% |
| 6M | +36.4% | +25.2% | +11.2% | +25.6% |
| YTD | +92.4% | +36.6% | +55.9% | +71.0% |
| 1Y | +213.5% | +67.6% | +145.9% | +155.8% |
| 3Y | +277.2% | +40.8% | +236.4% | +222.7% |
| 5Y | +219.1% | +43.3% | +175.8% | +169.8% |
| 10Y | +1,744.2% | +170.1% | +1,574.2% | +1,057.5% |
| All | +5,273.3% | +5,194.7% | +78.6% | +1,548.5% |
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