+53,401.2%
APH vs KNX
+5,284.4%
+48,116.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -0.1% |
| 7D | +5.0% | +7.4% | -2.4% | +3.0% |
| 30D | -3.9% | +2.0% | -5.8% | -4.4% |
| 3M | +13.0% | -7.9% | +20.8% | +15.1% |
| 6M | +25.2% | +14.4% | +10.8% | +20.1% |
| YTD | +22.9% | +38.9% | -16.0% | +11.8% |
| 1Y | +47.8% | +65.9% | -18.1% | +27.3% |
| 3Y | +283.0% | +35.8% | +247.2% | +240.5% |
| 5Y | +349.7% | +43.3% | +306.3% | +290.6% |
| 10Y | +1,061.2% | +179.6% | +881.6% | +715.3% |
| All | +53,401.2% | +5,284.4% | +48,116.7% | +23,890.4% |
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 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