+391.7%
APP vs KNX
+52.5%
+339.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +0.6% |
| 7D | +0.9% | +7.4% | -6.5% | -2.3% |
| 30D | -23.3% | +2.0% | -25.2% | -24.0% |
| 3M | -42.6% | -7.9% | -34.8% | -40.9% |
| 6M | -33.6% | +14.4% | -48.0% | -38.6% |
| YTD | -52.4% | +38.9% | -91.3% | -60.1% |
| 1Y | -35.9% | +65.9% | -101.8% | -51.6% |
| 3Y | +642.2% | +35.8% | +606.4% | +497.2% |
| 5Y | +311.1% | +43.3% | +267.7% | +214.2% |
| All | +391.7% | +52.5% | +339.1% | +296.1% |
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