+3.7%
U vs KNX
+68.2%
-64.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.7% |
| 7D | -3.8% | +7.4% | -11.2% | -5.2% |
| 30D | +17.5% | +2.0% | +15.5% | +16.8% |
| 3M | +38.7% | -7.9% | +46.6% | +40.8% |
| 6M | +104.4% | +14.4% | +90.1% | +96.0% |
| YTD | -5.7% | +38.9% | -44.6% | -12.2% |
| 1Y | +3.7% | +65.9% | -62.2% | -4.1% |
| All | +3.7% | +68.2% | -64.5% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling