+17,221.6%
AMAT vs KNX
+4,518.5%
+12,703.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | +19.3% | +3.8% | +15.5% | +18.1% |
| 30D | -17.9% | -2.0% | -15.9% | -17.3% |
| 3M | -30.4% | -13.2% | -17.3% | -27.3% |
| 6M | -11.4% | +3.6% | -15.1% | -12.5% |
| YTD | +48.8% | +19.1% | +29.6% | +40.3% |
| 1Y | +66.0% | +39.5% | +26.5% | +49.1% |
| 3Y | +158.8% | +28.7% | +130.1% | +133.5% |
| 5Y | +153.2% | +8.5% | +144.7% | +139.1% |
| 10Y | +1,370.6% | +100.2% | +1,270.4% | +1,021.7% |
| All | +17,221.6% | +4,518.5% | +12,703.1% | +6,672.5% |
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