+270.9%
APH vs KNX
+33.3%
+237.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.1% | -2.6% |
| 7D | +4.9% | +9.2% | -4.3% | +2.5% |
| 30D | -5.4% | +0.9% | -6.3% | -5.7% |
| 3M | -5.5% | -12.7% | +7.3% | -2.5% |
| 6M | +25.9% | +7.3% | +18.6% | +23.3% |
| YTD | +16.4% | +23.1% | -6.7% | +9.7% |
| 1Y | +16.5% | +47.1% | -30.6% | +4.9% |
| 3Y | +270.9% | +33.3% | +237.6% | +232.8% |
| All | +270.9% | +33.3% | +237.6% | +232.8% |
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