+396.9%
APP vs KNX
+44.0%
+352.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.7% |
| 7D | +1.1% | -5.6% | +6.6% | +3.6% |
| 30D | +6.6% | -4.4% | +11.1% | +8.5% |
| 3M | -32.3% | -17.3% | -15.0% | -26.7% |
| 6M | -29.8% | +22.6% | -52.4% | -37.2% |
| YTD | -51.9% | +31.1% | -83.1% | -58.7% |
| 1Y | -43.3% | +60.2% | -103.5% | -56.6% |
| 3Y | +664.1% | +35.8% | +628.3% | +507.7% |
| 5Y | +318.7% | +38.9% | +279.8% | +230.5% |
| All | +396.9% | +44.0% | +352.8% | +310.6% |
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 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