+1,607.1%
AMAT vs KNX
+170.9%
+1,436.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +4.2% | -0.5% | +4.6% | +4.3% |
| 30D | -13.5% | +1.0% | -14.5% | -14.0% |
| 3M | -8.6% | -12.6% | +4.1% | -3.2% |
| 6M | +31.6% | +21.1% | +10.5% | +20.7% |
| YTD | +77.3% | +33.2% | +44.1% | +55.1% |
| 1Y | +179.4% | +67.8% | +111.6% | +119.0% |
| 3Y | +215.0% | +37.3% | +177.7% | +160.2% |
| 5Y | +245.8% | +41.1% | +204.7% | +180.2% |
| All | +1,607.1% | +170.9% | +1,436.2% | +927.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling