+565.7%
AMZN vs KNX
+166.7%
+398.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.4% |
| 7D | -0.7% | -5.6% | +4.9% | +1.0% |
| 30D | -3.9% | -4.4% | +0.5% | -2.9% |
| 3M | +6.3% | -17.3% | +23.6% | +11.7% |
| 6M | +20.8% | +22.6% | -1.9% | +11.6% |
| YTD | +11.2% | +31.1% | -19.9% | +0.2% |
| 1Y | +11.7% | +60.2% | -48.5% | -6.2% |
| 3Y | +79.4% | +35.8% | +43.7% | +55.1% |
| 5Y | +48.0% | +38.9% | +9.1% | +26.2% |
| All | +565.7% | +166.7% | +398.9% | +355.0% |
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