+1,226.5%
ADM vs KNX
+5,045.1%
-3,818.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.3% | +2.9% |
| 7D | +1.4% | +2.3% | -1.0% | +0.9% |
| 30D | +8.2% | +0.5% | +7.7% | +8.0% |
| 3M | +8.7% | -14.1% | +22.9% | +11.2% |
| 6M | +29.1% | +19.8% | +9.3% | +24.1% |
| YTD | +53.7% | +32.7% | +20.9% | +44.7% |
| 1Y | +43.2% | +62.3% | -19.1% | +29.7% |
| 3Y | +21.4% | +36.8% | -15.4% | +11.3% |
| 5Y | +67.1% | +41.8% | +25.3% | +50.1% |
| 10Y | +176.6% | +169.7% | +6.9% | +115.5% |
| All | +1,226.5% | +5,045.1% | -3,818.6% | +719.1% |
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