+3,167.8%
ABT vs KNX
+5,063.0%
-1,895.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -5.8% | +1.0% | -6.8% | -6.0% |
| 3M | +16.7% | -12.6% | +29.4% | +18.5% |
| 6M | -5.2% | +21.1% | -26.3% | -7.9% |
| YTD | -16.0% | +33.2% | -49.2% | -19.5% |
| 1Y | -18.3% | +67.8% | -86.0% | -24.2% |
| 3Y | +9.2% | +37.3% | -28.1% | +2.6% |
| 5Y | -11.6% | +41.1% | -52.6% | -17.7% |
| 10Y | +204.2% | +170.6% | +33.6% | +156.9% |
| All | +3,167.8% | +5,063.0% | -1,895.3% | +2,177.6% |
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