-28.1%
ARKK vs KNX
+37.6%
-65.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.5% |
| 7D | -3.1% | -5.6% | +2.5% | 0.0% |
| 30D | +2.7% | -4.4% | +7.1% | +5.1% |
| 3M | +10.8% | -17.3% | +28.1% | +21.9% |
| 6M | +14.4% | +22.6% | -8.2% | -0.8% |
| YTD | +8.7% | +31.1% | -22.5% | -10.5% |
| 1Y | +6.7% | +60.2% | -53.5% | -23.7% |
| 3Y | +87.4% | +35.8% | +51.6% | +43.8% |
| All | -28.1% | +37.6% | -65.7% | -46.3% |
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