-3.7%
APA vs KNX
+166.7%
-170.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.9% |
| 7D | +4.6% | -5.6% | +10.2% | +6.5% |
| 30D | +11.9% | -4.4% | +16.3% | +13.1% |
| 3M | +22.5% | -17.3% | +39.8% | +29.3% |
| 6M | +37.5% | +22.6% | +14.9% | +24.8% |
| YTD | +87.2% | +31.1% | +56.0% | +64.4% |
| 1Y | +101.4% | +60.2% | +41.2% | +62.3% |
| 3Y | +16.9% | +35.8% | -18.8% | -2.1% |
| 5Y | +178.4% | +38.9% | +139.5% | +126.6% |
| All | -3.7% | +166.7% | -170.4% | -40.4% |
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