+87.8%
AAPL vs KNX
+34.6%
+53.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.0% |
| 7D | +3.8% | -5.6% | +9.4% | +4.8% |
| 30D | +9.9% | -4.4% | +14.3% | +10.6% |
| 3M | +12.5% | -17.3% | +29.8% | +15.9% |
| 6M | +27.6% | +22.6% | +5.0% | +21.1% |
| YTD | +22.6% | +31.1% | -8.6% | +14.3% |
| 1Y | +45.0% | +60.2% | -15.2% | +28.6% |
| 3Y | +87.8% | +35.8% | +52.0% | +71.4% |
| All | +87.8% | +34.6% | +53.2% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling