+17.6%
ABNB vs KNX
+75.0%
-57.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.1% |
| 7D | -6.5% | -5.6% | -0.9% | -4.5% |
| 30D | -5.5% | -4.4% | -1.1% | -4.2% |
| 3M | +30.0% | -17.3% | +47.4% | +38.4% |
| 6M | +27.6% | +22.6% | +5.0% | +15.6% |
| YTD | +25.4% | +31.1% | -5.8% | +10.0% |
| 1Y | +38.3% | +60.2% | -21.9% | +10.4% |
| 3Y | +15.5% | +35.8% | -20.2% | -4.4% |
| 5Y | +3.0% | +38.9% | -35.9% | -16.7% |
| All | +17.6% | +75.0% | -57.4% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling