+329.1%
APP vs KNX
+38.8%
+290.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -0.9% |
| 7D | -4.4% | +2.3% | -6.7% | -5.5% |
| 30D | -10.0% | +0.5% | -10.5% | -10.6% |
| 3M | -41.4% | -14.1% | -27.3% | -37.5% |
| 6M | -41.0% | +19.8% | -60.8% | -47.0% |
| YTD | -54.7% | +32.7% | -87.5% | -61.7% |
| 1Y | -45.3% | +62.3% | -107.7% | -59.3% |
| 3Y | +624.3% | +36.8% | +587.4% | +462.5% |
| 5Y | +329.1% | +41.8% | +287.4% | +233.9% |
| All | +329.1% | +38.8% | +290.3% | +233.9% |
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