+195.5%
AMGN vs KNX
+166.7%
+28.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -13.7% | -5.6% | -8.1% | -12.9% |
| 30D | -8.8% | -4.4% | -4.4% | -8.2% |
| 3M | +7.2% | -17.3% | +24.5% | +10.4% |
| 6M | +1.3% | +22.6% | -21.4% | -2.7% |
| YTD | +17.6% | +31.1% | -13.5% | +11.4% |
| 1Y | +37.2% | +60.2% | -23.0% | +25.0% |
| 3Y | +57.7% | +35.8% | +22.0% | +45.8% |
| 5Y | +106.3% | +38.9% | +67.3% | +86.3% |
| All | +195.5% | +166.7% | +28.8% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling