+1,314.2%
AAOI vs KNX
+37.6%
+1,276.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +3.0% |
| 7D | -0.2% | -5.6% | +5.4% | +3.6% |
| 30D | -23.7% | -4.4% | -19.3% | -21.3% |
| 3M | -39.0% | -17.3% | -21.7% | -31.0% |
| 6M | -17.0% | +22.6% | -39.7% | -29.1% |
| YTD | +202.2% | +31.1% | +171.1% | +142.5% |
| 1Y | +292.4% | +60.2% | +232.2% | +171.2% |
| 3Y | +804.4% | +35.8% | +768.6% | +611.8% |
| All | +1,314.2% | +37.6% | +1,276.6% | +1,070.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling