+651.5%
ADI vs KNX
+166.7%
+484.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.4% |
| 7D | +4.6% | -5.6% | +10.1% | +6.7% |
| 30D | -1.2% | -4.4% | +3.2% | +0.3% |
| 3M | -7.8% | -17.3% | +9.5% | -1.5% |
| 6M | +19.3% | +22.6% | -3.3% | +9.2% |
| YTD | +40.9% | +31.1% | +9.8% | +25.3% |
| 1Y | +54.5% | +60.2% | -5.7% | +26.5% |
| 3Y | +123.4% | +35.8% | +87.7% | +90.3% |
| 5Y | +142.3% | +38.9% | +103.4% | +101.5% |
| All | +651.5% | +166.7% | +484.8% | +404.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling