+228.1%
AMAT vs KNX
+39.7%
+188.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.6% | +4.6% |
| 7D | +7.0% | +6.4% | +0.6% | +4.5% |
| 30D | -12.2% | +1.4% | -13.6% | -12.7% |
| 3M | -3.8% | -12.0% | +8.2% | +0.7% |
| 6M | +45.9% | +25.2% | +20.8% | +34.9% |
| YTD | +84.6% | +36.6% | +48.0% | +64.7% |
| 1Y | +193.4% | +67.6% | +125.8% | +141.3% |
| 3Y | +228.1% | +40.8% | +187.3% | +182.2% |
| All | +228.1% | +39.7% | +188.4% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling