+9.3%
W vs KNX
+65.4%
-56.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.8% |
| 7D | -0.9% | -5.6% | +4.7% | +1.4% |
| 30D | -4.2% | -4.4% | +0.2% | -2.8% |
| 3M | +26.9% | -17.3% | +44.2% | +35.3% |
| 6M | +31.2% | +22.6% | +8.6% | +21.7% |
| YTD | -1.8% | +31.1% | -33.0% | -9.0% |
| 1Y | +9.3% | +60.2% | -50.9% | -4.1% |
| All | +9.3% | +65.4% | -56.0% | -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