+292.4%
AAOI vs KNX
+65.4%
+227.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.7% |
| 7D | -0.2% | -5.6% | +5.4% | +2.5% |
| 30D | -23.7% | -4.4% | -19.3% | -21.9% |
| 3M | -39.0% | -17.3% | -21.7% | -34.1% |
| 6M | -17.0% | +22.6% | -39.7% | -25.1% |
| YTD | +202.2% | +31.1% | +171.1% | +163.5% |
| 1Y | +292.4% | +60.2% | +232.2% | +203.3% |
| All | +292.4% | +65.4% | +227.0% | +203.3% |
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