+11,006.1%
ADI vs KNX
+5,063.0%
+5,943.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | -6.0% | +1.0% | -7.0% | -6.4% |
| 3M | -7.7% | -12.6% | +4.9% | -4.2% |
| 6M | +14.0% | +21.1% | -7.1% | +6.8% |
| YTD | +34.4% | +33.2% | +1.2% | +22.1% |
| 1Y | +48.0% | +67.8% | -19.8% | +24.9% |
| 3Y | +113.3% | +37.3% | +76.0% | +88.5% |
| 5Y | +131.1% | +41.1% | +90.0% | +100.5% |
| 10Y | +628.7% | +170.6% | +458.1% | +401.8% |
| All | +11,006.1% | +5,063.0% | +5,943.1% | +3,628.5% |
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 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