-55.3%
ADBE vs KNX
+34.6%
-89.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | -5.4% | -5.6% | +0.2% | -4.5% |
| 30D | -2.5% | -4.4% | +1.9% | -1.9% |
| 3M | +15.3% | -17.3% | +32.6% | +18.7% |
| 6M | -7.8% | +22.6% | -30.5% | -11.9% |
| YTD | -27.9% | +31.1% | -59.1% | -32.3% |
| 1Y | -28.0% | +60.2% | -88.3% | -35.6% |
| 3Y | -55.3% | +35.8% | -91.1% | -57.1% |
| All | -55.3% | +34.6% | -89.9% | -57.1% |
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 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