-35.7%
U vs KNX
+72.5%
-108.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +5.4% |
| 7D | +5.5% | -5.6% | +11.1% | +9.0% |
| 30D | -1.3% | -4.4% | +3.1% | +0.9% |
| 3M | +64.6% | -17.3% | +81.9% | +81.9% |
| 6M | +119.4% | +22.6% | +96.7% | +86.6% |
| YTD | -0.5% | +31.1% | -31.6% | -19.8% |
| 1Y | +1.3% | +60.2% | -58.9% | -30.4% |
| 3Y | +15.6% | +35.8% | -20.1% | -13.1% |
| 5Y | -67.5% | +38.9% | -106.4% | -75.3% |
| All | -35.7% | +72.5% | -108.2% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling