+313.3%
ANET vs KNX
+34.6%
+278.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +6.0% |
| 7D | +3.0% | -5.6% | +8.6% | +4.6% |
| 30D | -5.2% | -4.4% | -0.8% | -4.0% |
| 3M | +27.6% | -17.3% | +44.9% | +33.9% |
| 6M | +44.4% | +22.6% | +21.8% | +35.6% |
| YTD | +52.3% | +31.1% | +21.2% | +40.1% |
| 1Y | +30.4% | +60.2% | -29.8% | +12.7% |
| 3Y | +313.3% | +35.8% | +277.5% | +275.5% |
| All | +313.3% | +34.6% | +278.7% | +275.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling