+504.9%
ABBV vs KNX
+166.7%
+338.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.0% |
| 7D | +0.3% | -5.6% | +5.8% | +1.0% |
| 30D | +3.4% | -4.4% | +7.8% | +3.9% |
| 3M | +15.2% | -17.3% | +32.5% | +18.0% |
| 6M | +14.7% | +22.6% | -7.9% | +10.7% |
| YTD | +15.2% | +31.1% | -16.0% | +9.8% |
| 1Y | +20.4% | +60.2% | -39.8% | +10.9% |
| 3Y | +91.3% | +35.8% | +55.6% | +78.2% |
| 5Y | +189.6% | +38.9% | +150.7% | +163.9% |
| All | +504.9% | +166.7% | +338.1% | +346.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling