+4,306.7%
ADP vs KNX
+5,194.7%
-888.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.2% |
| 7D | -5.5% | +6.4% | -11.9% | -6.5% |
| 30D | -1.2% | +1.4% | -2.6% | -1.6% |
| 3M | +17.9% | -12.0% | +29.9% | +20.0% |
| 6M | +20.3% | +25.2% | -4.8% | +14.8% |
| YTD | +5.8% | +36.6% | -30.8% | -0.9% |
| 1Y | -7.7% | +67.6% | -75.3% | -17.0% |
| 3Y | +14.7% | +40.8% | -26.1% | +4.7% |
| 5Y | +45.8% | +43.3% | +2.4% | +31.4% |
| 10Y | +270.5% | +170.1% | +100.4% | +191.7% |
| All | +4,306.7% | +5,194.7% | -888.0% | +2,511.6% |
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 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