-60.9%
ADBE vs KNX
+37.6%
-98.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | -5.4% | -5.6% | +0.2% | -3.8% |
| 30D | -2.5% | -4.4% | +1.9% | -1.4% |
| 3M | +15.3% | -17.3% | +32.6% | +21.5% |
| 6M | -7.8% | +22.6% | -30.5% | -15.1% |
| YTD | -27.9% | +31.1% | -59.1% | -35.6% |
| 1Y | -28.0% | +60.2% | -88.3% | -40.8% |
| 3Y | -55.3% | +35.8% | -91.1% | -62.3% |
| All | -60.9% | +37.6% | -98.5% | -67.5% |
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