+9.7%
AMZN vs KNX
+68.2%
-58.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -3.9% | -0.5% |
| 7D | -3.0% | +7.4% | -10.3% | -3.7% |
| 30D | -5.2% | +2.0% | -7.1% | -5.4% |
| 3M | +1.9% | -7.9% | +9.7% | +3.0% |
| 6M | +19.2% | +14.4% | +4.9% | +15.9% |
| YTD | +12.0% | +38.9% | -26.9% | +4.3% |
| 1Y | +9.7% | +65.9% | -56.2% | -1.6% |
| All | +9.7% | +68.2% | -58.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling