+299.7%
ARM vs KNX
+34.2%
+265.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.2% | -4.0% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | -5.5% | +1.0% | -6.5% | -6.0% |
| 3M | -17.3% | -12.6% | -4.7% | -12.4% |
| 6M | +110.9% | +21.1% | +89.8% | +92.2% |
| YTD | +132.5% | +33.2% | +99.3% | +102.3% |
| 1Y | +64.9% | +67.8% | -2.9% | +27.7% |
| All | +299.7% | +34.2% | +265.6% | +274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling