-11.3%
ABT vs KNX
+37.6%
-48.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.1% |
| 7D | -5.9% | -5.6% | -0.3% | -5.0% |
| 30D | -8.1% | -4.4% | -3.7% | -7.5% |
| 3M | +14.5% | -17.3% | +31.9% | +18.0% |
| 6M | -6.3% | +22.6% | -28.9% | -10.2% |
| YTD | -17.1% | +31.1% | -48.3% | -22.0% |
| 1Y | -21.4% | +60.2% | -81.6% | -29.2% |
| 3Y | +5.9% | +35.8% | -29.8% | -3.4% |
| All | -11.3% | +37.6% | -48.8% | -23.3% |
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 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