+51,238.0%
APH vs KNX
+4,566.4%
+46,671.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +0.4% | 0.0% | +0.3% | +0.5% |
| 30D | -8.0% | -3.3% | -4.7% | -7.1% |
| 3M | -5.0% | -8.7% | +3.7% | -2.9% |
| 6M | +29.9% | +1.3% | +28.6% | +28.8% |
| YTD | +18.0% | +20.4% | -2.4% | +11.2% |
| 1Y | +11.3% | +42.4% | -31.1% | +0.3% |
| 3Y | +274.9% | +30.1% | +244.9% | +238.0% |
| 5Y | +300.6% | +11.7% | +288.9% | +271.2% |
| 10Y | +944.2% | +102.3% | +841.9% | +695.3% |
| All | +51,238.0% | +4,566.4% | +46,671.5% | +23,767.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling