+298.1%
APP vs KNX
+12.1%
+286.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.3% | +0.6% | +2.4% |
| 7D | +4.6% | +9.2% | -4.7% | +0.6% |
| 30D | +56.0% | +0.9% | +55.1% | +54.5% |
| 3M | +30.8% | -12.7% | +43.6% | +38.0% |
| 6M | -9.8% | +7.3% | -17.1% | -14.6% |
| YTD | -39.3% | +23.1% | -62.4% | -47.5% |
| 1Y | -26.4% | +47.1% | -73.5% | -42.4% |
| 3Y | +887.9% | +33.3% | +854.7% | +658.1% |
| All | +298.1% | +12.1% | +286.0% | +210.9% |
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