+5,716.8%
ADBE vs KNX
+5,063.0%
+653.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -12.9% | -0.5% | -12.4% | -12.9% |
| 30D | -5.6% | +1.0% | -6.7% | -6.1% |
| 3M | +6.6% | -12.6% | +19.3% | +9.7% |
| 6M | -9.6% | +21.1% | -30.6% | -14.8% |
| YTD | -28.9% | +33.2% | -62.1% | -34.9% |
| 1Y | -28.9% | +67.8% | -96.7% | -39.0% |
| 3Y | -55.6% | +37.3% | -92.9% | -60.8% |
| 5Y | -62.2% | +41.1% | -103.3% | -67.0% |
| 10Y | +150.4% | +170.6% | -20.2% | +78.8% |
| All | +5,716.8% | +5,063.0% | +653.8% | +2,893.3% |
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 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