+262.0%
AMAT vs KNX
+38.8%
+223.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.5% |
| 7D | +6.9% | +2.3% | +4.6% | +5.7% |
| 30D | -10.1% | +0.5% | -10.6% | -10.4% |
| 3M | -6.0% | -14.1% | +8.2% | +0.7% |
| 6M | +38.6% | +19.8% | +18.9% | +27.1% |
| YTD | +83.1% | +32.7% | +50.4% | +58.7% |
| 1Y | +188.3% | +62.3% | +126.0% | +124.3% |
| 3Y | +225.3% | +36.8% | +188.5% | +162.7% |
| 5Y | +262.0% | +41.8% | +220.2% | +189.8% |
| All | +262.0% | +38.8% | +223.1% | +189.8% |
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