+352.5%
APH vs KNX
+38.8%
+313.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.4% |
| 7D | +1.6% | +2.3% | -0.7% | +0.9% |
| 30D | -3.0% | +0.5% | -3.5% | -3.2% |
| 3M | +5.7% | -14.1% | +19.9% | +10.4% |
| 6M | +20.0% | +19.8% | +0.2% | +12.6% |
| YTD | +20.8% | +32.7% | -11.9% | +9.1% |
| 1Y | +40.2% | +62.3% | -22.1% | +17.2% |
| 3Y | +288.1% | +36.8% | +251.3% | +233.1% |
| 5Y | +352.5% | +41.8% | +310.8% | +276.9% |
| All | +352.5% | +38.8% | +313.7% | +276.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling