+2,864.5%
V vs KNX
+451.7%
+2,412.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.5% |
| 7D | -2.9% | +2.3% | -5.2% | -3.7% |
| 30D | +1.9% | +0.5% | +1.4% | +1.5% |
| 3M | +13.2% | -14.1% | +27.4% | +18.0% |
| 6M | +16.7% | +19.8% | -3.0% | +8.2% |
| YTD | +5.4% | +32.7% | -27.3% | -6.0% |
| 1Y | +7.7% | +62.3% | -54.7% | -11.0% |
| 3Y | +52.0% | +36.8% | +15.2% | +28.4% |
| 5Y | +67.7% | +41.8% | +26.0% | +36.3% |
| 10Y | +384.8% | +169.7% | +215.1% | +182.0% |
| All | +2,864.5% | +451.7% | +2,412.8% | +988.5% |
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