+63.3%
ADM vs KNX
+37.6%
+25.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +2.5% | -5.6% | +8.1% | +3.2% |
| 30D | +9.5% | -4.4% | +13.9% | +10.0% |
| 3M | +10.6% | -17.3% | +27.9% | +13.0% |
| 6M | +24.0% | +22.6% | +1.4% | +19.9% |
| YTD | +54.0% | +31.1% | +22.8% | +46.9% |
| 1Y | +45.3% | +60.2% | -14.9% | +33.9% |
| 3Y | +21.8% | +35.8% | -14.0% | +13.0% |
| All | +63.3% | +37.6% | +25.8% | +48.6% |
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