+86.1%
ARM vs KNX
+67.7%
+18.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +2.4% |
| 7D | +5.5% | +7.1% | -1.6% | +2.4% |
| 30D | -8.2% | +1.7% | -9.9% | -8.9% |
| 3M | -35.9% | -8.1% | -27.8% | -34.0% |
| 6M | +103.1% | +14.0% | +89.1% | +89.8% |
| YTD | +130.6% | +38.5% | +92.1% | +106.8% |
| 1Y | +86.1% | +65.4% | +20.7% | +58.9% |
| All | +86.1% | +67.7% | +18.4% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling