+20,575.5%
AMAT vs KNX
+5,284.4%
+15,291.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.5% | +3.2% |
| 7D | -1.5% | +7.4% | -8.9% | -3.6% |
| 30D | -14.8% | +2.0% | -16.8% | -15.3% |
| 3M | -9.3% | -7.9% | -1.4% | -6.9% |
| 6M | +27.4% | +14.4% | +13.0% | +22.0% |
| YTD | +77.6% | +38.9% | +38.7% | +59.7% |
| 1Y | +188.9% | +65.9% | +123.0% | +144.5% |
| 3Y | +202.3% | +35.8% | +166.5% | +166.8% |
| 5Y | +248.9% | +43.3% | +205.6% | +202.7% |
| 10Y | +1,585.2% | +179.6% | +1,405.6% | +1,067.8% |
| All | +20,575.5% | +5,284.4% | +15,291.0% | +7,610.3% |
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